Actuarial Science Seminar – Past Talks
All talks in or after Spring 2019 are accessible through the UConn Events Calendar.
The table below is of talks prior to Spring 2019.
The table below is of talks prior to Spring 2019.
1/29/08
Actuarial Science Seminar
Regime-Switching Interest Rate Models
James Bridgeman (University of Connecticut)
Regime-Switching Interest Rate Models
James Bridgeman (University of Connecticut)
2/19/08
Actuarial Science Seminar
The Secondary Market for Life Insurance – Life Settlements
Sudath Ranasinghe/ Chris Macklem (Phoenix Life)
The Secondary Market for Life Insurance – Life Settlements
Sudath Ranasinghe/ Chris Macklem (Phoenix Life)
2/26/08
Actuarial Science Seminar
Local and Implied Volatilities
Yang Ho Choi (University of Connecticut)
Local and Implied Volatilities
Yang Ho Choi (University of Connecticut)
3/18/08
Actuarial Science Seminar
Economic Capital – Recent Market Trends, and Role within Enterprise Risk Management
Hubert Mueller (Towers Perrin)
Economic Capital – Recent Market Trends, and Role within Enterprise Risk Management
Hubert Mueller (Towers Perrin)
3/25/08
Actuarial Science Seminar
The Watson Wyatt – UConn Actuarial Center
Jeyaraj Vadiveloo (University of Connecticut)
The Watson Wyatt – UConn Actuarial Center
Jeyaraj Vadiveloo (University of Connecticut)
4/1/08
Actuarial Science Seminar
A Principle-based Approach to the Impact of Credit Risk on the Capital Requirements of a Single Premium Deferred Annuity
David Liner/ Louis Lombardi (University of Connecticut)
A Principle-based Approach to the Impact of Credit Risk on the Capital Requirements of a Single Premium Deferred Annuity
David Liner/ Louis Lombardi (University of Connecticut)
4/8/08
Actuarial Science Seminar
Actuarial Applications of a Hierarchical Insurance Claims Model
Emiliano Valdez (University of Connecticut)
Actuarial Applications of a Hierarchical Insurance Claims Model
Emiliano Valdez (University of Connecticut)
4/15/08
Actuarial Science Seminar
Actuarial Research in MetLife Auto and Home
David McMichael (MetLife Auto and Home)
Actuarial Research in MetLife Auto and Home
David McMichael (MetLife Auto and Home)
4/22/08
Actuarial Science Seminar
The Effects of Global Warming on Discount Rates
James Bridgeman (University of Connecticut)
The Effects of Global Warming on Discount Rates
James Bridgeman (University of Connecticut)
4/29/08
Actuarial Science Seminar
The Magic of Quantitative Hedge Funds: the Uncommon Denominator
Jeffrey Leitz, F.S.A. (Founder, Walbridge Capital Advisors, LLC)
The Magic of Quantitative Hedge Funds: the Uncommon Denominator
Jeffrey Leitz, F.S.A. (Founder, Walbridge Capital Advisors, LLC)
9/2/08
Actuarial Science Seminar
A ”baby” introduction to copulas
Emiliano Valdez (University of Connecticut)
A ”baby” introduction to copulas
Emiliano Valdez (University of Connecticut)
9/9/08
Actuarial Science Seminar
Using the R package copula for copula methods
Jun Yan (Department of Statistics, University of Connecticut)
Using the R package copula for copula methods
Jun Yan (Department of Statistics, University of Connecticut)
9/16/08
Actuarial Science Seminar
Two talks: (1) implications of hedging on the insurer’s financial reporting; and (2) the roles of the SOA and the AAA to the actuarial profession
Ross Bowen (Phoenix Life Insurance Company)
Two talks: (1) implications of hedging on the insurer’s financial reporting; and (2) the roles of the SOA and the AAA to the actuarial profession
Ross Bowen (Phoenix Life Insurance Company)
9/23/08
Actuarial Science Seminar
The impact of rate regulation on claims: evidence from Massachusetts automobile insurance
Richard Derrig (OPAL Consulting)
The impact of rate regulation on claims: evidence from Massachusetts automobile insurance
Richard Derrig (OPAL Consulting)
9/30/08
Actuarial Science Seminar
THE SOA education system
Gail Hall (ACTEX Publications)
THE SOA education system
Gail Hall (ACTEX Publications)
10/7/08
Actuarial Science Seminar
Illustrations of a regime-switching interest rate model with randomized regimes
James Bridgeman (University of Connecticut)
Illustrations of a regime-switching interest rate model with randomized regimes
James Bridgeman (University of Connecticut)
10/14/08
Actuarial Science Seminar
Principle-based initiative – modernization of life insurance statutory regulation
Tom Campbell (Hartford Life)
Principle-based initiative – modernization of life insurance statutory regulation
Tom Campbell (Hartford Life)
10/21/08
Actuarial Science Seminar
Distribution and Target Market Considerations in Product Design and Pricing
Craig Simms (Vantis Life Insurance Company)
Distribution and Target Market Considerations in Product Design and Pricing
Craig Simms (Vantis Life Insurance Company)
10/28/08
Actuarial Science Seminar
Recent trends with market-consistent embedded value (MCEV)
Hubert Mueller (Towers Perrin)
Recent trends with market-consistent embedded value (MCEV)
Hubert Mueller (Towers Perrin)
11/4/08
Actuarial Science Seminar
Predictive modeling in insurance
Edward (Jed) Frees (University of Wisconsin – Madison)
Predictive modeling in insurance
Edward (Jed) Frees (University of Wisconsin – Madison)
11/11/08
Actuarial Science Seminar
Techniques to create efficiencies in the secondary market for life insurance
Hui Shan (University of Connecticut)
Techniques to create efficiencies in the secondary market for life insurance
Hui Shan (University of Connecticut)
11/18/08
Actuarial Science Seminar
Fractional brownian motion
Yang Ho Choi (University of Connecticut)
Fractional brownian motion
Yang Ho Choi (University of Connecticut)
12/2/08
Actuarial Science Seminar
Asset liability management and asset allocation for insurers
Benito (Jojo) Cuevo (Phoenix Life Insurance Company)
Asset liability management and asset allocation for insurers
Benito (Jojo) Cuevo (Phoenix Life Insurance Company)
1/27/09
Actuarial Science Seminar
Two Things Every Actuary Should Know and Doesnít
James Bridgeman (University of Connecticut)
Two Things Every Actuary Should Know and Doesnít
James Bridgeman (University of Connecticut)
2/10/09
Actuarial Science Seminar
Enterprise Risk Management – Creating New Opportunities for Actuaries
Francis Sabatini (retired, formerly with Ernst & Young)
Enterprise Risk Management – Creating New Opportunities for Actuaries
Francis Sabatini (retired, formerly with Ernst & Young)
2/24/09
Actuarial Science Seminar
Waking Up to Retirement Risks ñ Seeking Guaranteed Income for Life
Gregory Smith (UConn/Conning Research & Consulting)
Waking Up to Retirement Risks ñ Seeking Guaranteed Income for Life
Gregory Smith (UConn/Conning Research & Consulting)
3/3/09
Actuarial Science Seminar
The Effect of PBA (Principle Based Approach to reserves and capital) on Actuarial Software
Charlie Linn (Milliman, Inc.)
The Effect of PBA (Principle Based Approach to reserves and capital) on Actuarial Software
Charlie Linn (Milliman, Inc.)
3/17/09
Actuarial Science Seminar
Integrated Financial Planning
Jay Vadiveloo (UConn/Watson Wyatt)
Integrated Financial Planning
Jay Vadiveloo (UConn/Watson Wyatt)
3/24/09
Actuarial Science Seminar
Payout Annuity Reserving and Financial Reporting
Matthew Wininger (Hartford Life)
Payout Annuity Reserving and Financial Reporting
Matthew Wininger (Hartford Life)
3/31/09
Actuarial Science Seminar
Monitoring Changes in Capital and Hedge Effectiveness Under Fair Value Accounting Principles
Louis Lombardi (University of Connecticut)
Monitoring Changes in Capital and Hedge Effectiveness Under Fair Value Accounting Principles
Louis Lombardi (University of Connecticut)
4/7/09
Actuarial Science Seminar
What My Company Knows That Yours Doesn’t
Michael Braunstein ()
What My Company Knows That Yours Doesn’t
Michael Braunstein ()
4/14/09
Actuarial Science Seminar
Actuaries: Risk is Opportunity
Ken Guthrie and Jim Miles (Society of Actuaries)
Actuaries: Risk is Opportunity
Ken Guthrie and Jim Miles (Society of Actuaries)
4/21/09
Actuarial Science Seminar
Credit Risk: An Insurerís Perspective
Clayton Cutler and Paul Joss (HIMCO)
Credit Risk: An Insurerís Perspective
Clayton Cutler and Paul Joss (HIMCO)
4/28/09
Actuarial Science Seminar
Overview of the Annuity Marketplace
Hubert Mueller (Towers Perrin)
Overview of the Annuity Marketplace
Hubert Mueller (Towers Perrin)
5/1/09
Actuarial Science Seminar
An Analysis of the Embedded Options in a Variable Annuity Contract with Investment Guarantees – postponed for some other time
Tom Murawski (joint with Louis Lombardi) (University of Connecticut)
An Analysis of the Embedded Options in a Variable Annuity Contract with Investment Guarantees – postponed for some other time
Tom Murawski (joint with Louis Lombardi) (University of Connecticut)
10/27/09
Actuarial Science Seminar
Time-inconsistent preferences in consumption, investment and life insurance models
Oriol Roch (Universitat de Barcelona)
Time-inconsistent preferences in consumption, investment and life insurance models
Oriol Roch (Universitat de Barcelona)
1/26/10
Actuarial Science Seminar
The surface interpretation of the n-th moment
James Bridgeman (UConn)
The surface interpretation of the n-th moment
James Bridgeman (UConn)
2/2/10
Actuarial Science Seminar
Beyond the Numbers
Clifford Lange (Boston Mutual)
Beyond the Numbers
Clifford Lange (Boston Mutual)
2/9/10
Actuarial Science Seminar
Predictive Modeling in P&C Insurance
Christopher J. Monsour (Travelers)
Predictive Modeling in P&C Insurance
Christopher J. Monsour (Travelers)
2/16/10
Actuarial Science Seminar
Introduction to Variable Annuities and Application of Market Consistent Pricing
Guillaume Briere-Giroux (Towers Watson)
Introduction to Variable Annuities and Application of Market Consistent Pricing
Guillaume Briere-Giroux (Towers Watson)
2/23/10
Actuarial Science Seminar
Risk Based Valuation
David C. Shimko (Global Association of Risk Professionals)
Risk Based Valuation
David C. Shimko (Global Association of Risk Professionals)
3/2/10
Actuarial Science Seminar
Life Insurance Investments: The Industry Resets from 2008
Gregory Smith (UConn)
Life Insurance Investments: The Industry Resets from 2008
Gregory Smith (UConn)
3/16/10
Actuarial Science Seminar
How insurance products perform in \tail events\””
Tom Kalmbach ()
How insurance products perform in \tail events\””
Tom Kalmbach ()
3/23/10
Actuarial Science Seminar
Quality-Adjusted Life Years (QALYs)
Carlos Sanchez-Fuentes (Axiom Actuarial Consulting)
Quality-Adjusted Life Years (QALYs)
Carlos Sanchez-Fuentes (Axiom Actuarial Consulting)
3/30/10
Actuarial Science Seminar
Enterprise Risk Managment (ERM) Modeling: Considerations/Issues
Connie Tang (Hartford Life)
Enterprise Risk Managment (ERM) Modeling: Considerations/Issues
Connie Tang (Hartford Life)
4/6/10
Actuarial Science Seminar
Statistical Analysis of Life Insurance Policy Termination and Survivorship
Ushani Dias (UConn)
Statistical Analysis of Life Insurance Policy Termination and Survivorship
Ushani Dias (UConn)
4/20/10
Actuarial Science Seminar
On the Distortion of a Copula and its Margins
Emiliano A. Valdez (UConn)
On the Distortion of a Copula and its Margins
Emiliano A. Valdez (UConn)
9/14/10
Actuarial Science Seminar
Title TBD
Jim Bridgeman (University of Connecticut)
Title TBD
Jim Bridgeman (University of Connecticut)
10/12/10
Actuarial Science Seminar
Leveraging Your Math Skills by Adding People Dynamics and Awareness
Clifford Lange (Boston Mutual)
Leveraging Your Math Skills by Adding People Dynamics and Awareness
Clifford Lange (Boston Mutual)
3/25/11
Actuarial Science Seminar
Analysis of enhanced multi-layer ruin models featuring interest and diffusion
Ilie Radu Mitric (University of Connecticut)
Analysis of enhanced multi-layer ruin models featuring interest and diffusion
Ilie Radu Mitric (University of Connecticut)
4/5/11
Actuarial Science Seminar
Application of predictive modeling techniques for forecasting policyholder behavior
Guillaume Briere-Giroux ()
Application of predictive modeling techniques for forecasting policyholder behavior
Guillaume Briere-Giroux ()
9/9/11
Actuarial Science Seminar
Esscher Approximations for Maximum Likelihood Estimates
Jim Bridgeman (University of Connecticut)
Esscher Approximations for Maximum Likelihood Estimates
Jim Bridgeman (University of Connecticut)
9/16/11
Actuarial Science Seminar
On Two Generalizations of Axiomatic Risk Measures
Manuel Morales (Universite de Montreal)
On Two Generalizations of Axiomatic Risk Measures
Manuel Morales (Universite de Montreal)
9/23/11
Actuarial Science Seminar
Ruin Models Featuring Interest and Diffusion
Ilie-Radu Mitric (University of Connecticut)
Ruin Models Featuring Interest and Diffusion
Ilie-Radu Mitric (University of Connecticut)
9/30/11
Actuarial Science Seminar
Sounding the Alarm
John Robinson (International Association of Black Actuaries (IABA))
Sounding the Alarm
John Robinson (International Association of Black Actuaries (IABA))
10/7/11
Actuarial Science Seminar
Finite Mixture Models with Insurance Applications
Matthew Flynn (Travelers)
Finite Mixture Models with Insurance Applications
Matthew Flynn (Travelers)
10/14/11
Actuarial Science Seminar
Summarizing Insurance Scores Using a Gini Index
Edward W. (Jed) Frees ()
Summarizing Insurance Scores Using a Gini Index
Edward W. (Jed) Frees ()
10/21/11
Actuarial Science Seminar
Enterprise Risk Management (ERM) for Small Businesses
Jay Vadiveloo (Towers Watson and UConn)
Enterprise Risk Management (ERM) for Small Businesses
Jay Vadiveloo (Towers Watson and UConn)
10/28/11
Actuarial Science Seminar
Variable Selection in GLM with Actuarial Applications
Wenyuan Zheng (University of Connecticut)
Variable Selection in GLM with Actuarial Applications
Wenyuan Zheng (University of Connecticut)
11/4/11
Actuarial Science Seminar
Accounting for Regime and Parameter Uncertainty in Regime-Switching Models
Brian Hartman (University of Connecticut)
Accounting for Regime and Parameter Uncertainty in Regime-Switching Models
Brian Hartman (University of Connecticut)
11/11/11
Actuarial Science Seminar
Mortality Improvements: Historical Trends and Considerations for Developing Future Assumptions
Marianne Purushotham (Towers Watson)
Mortality Improvements: Historical Trends and Considerations for Developing Future Assumptions
Marianne Purushotham (Towers Watson)
11/18/11
Actuarial Science Seminar
Claim Cost Management
Asiri Gunathilaka (University of Connecticut)
Claim Cost Management
Asiri Gunathilaka (University of Connecticut)
12/2/11
Actuarial Science Seminar
Longitudinal Modeling of Insurance Claim Counts Using Jitters
Emiliano A. Valdez ( and demonstrate that the copula with \”jittering\” method outperforms standard count regression models.)
Longitudinal Modeling of Insurance Claim Counts Using Jitters
Emiliano A. Valdez ( and demonstrate that the copula with \”jittering\” method outperforms standard count regression models.)
1/27/12
Actuarial Science Seminar
Stationary Immunization Theory
Jim Bridgeman (University of Connecticut)
Stationary Immunization Theory
Jim Bridgeman (University of Connecticut)
2/3/12
Actuarial Science Seminar
Volatility Modeling: Impact on the Valuation and Hedging of Insurance Liabilities
Ed Perry (University of Connecticut)
Volatility Modeling: Impact on the Valuation and Hedging of Insurance Liabilities
Ed Perry (University of Connecticut)
2/10/12
Actuarial Science Seminar
Stationary Immunization Theory – Part II
Jim Bridgeman (University of Connecticut)
Stationary Immunization Theory – Part II
Jim Bridgeman (University of Connecticut)
2/17/12
Actuarial Science Seminar
Understanding Behavioral Economics to be Better Actuaries
Brian Hartman (University of Connecticut)
Understanding Behavioral Economics to be Better Actuaries
Brian Hartman (University of Connecticut)
3/9/12
Actuarial Science Seminar
ING U.S. Retirement Finance and Risk
Mark Kaye (ING)
ING U.S. Retirement Finance and Risk
Mark Kaye (ING)
3/23/12
Actuarial Science Seminar
Creativity and Business Sense in Response to Regulation and Other Barriers
Daniel Watt (The Hartford)
Creativity and Business Sense in Response to Regulation and Other Barriers
Daniel Watt (The Hartford)
3/30/12
Actuarial Science Seminar
Credit Risk: A Risk Measures Approach
Jose Garrido (Concordia University)
Credit Risk: A Risk Measures Approach
Jose Garrido (Concordia University)
4/6/12
Actuarial Science Seminar
What You Need to Know About Being an Actuary
Ethan Triplett (The Hartford)
What You Need to Know About Being an Actuary
Ethan Triplett (The Hartford)
4/13/12
Actuarial Science Seminar
Pricing the Insurance Product: The Convergence of Actuarial and Financial Perspectives
Richard Derrig (OPAL Consulting LLC/Temple University)
Pricing the Insurance Product: The Convergence of Actuarial and Financial Perspectives
Richard Derrig (OPAL Consulting LLC/Temple University)
4/20/12
Actuarial Science Seminar
TBA (Apology – this talk has been cancelled!)
Louis Lombardi (PricewaterhouseCoopers)
TBA (Apology – this talk has been cancelled!)
Louis Lombardi (PricewaterhouseCoopers)
4/27/12
Actuarial Science Seminar
The Classical Ruin Problem under Multivariate Risk Processes
Andrei Badescu (University of Toronto)
The Classical Ruin Problem under Multivariate Risk Processes
Andrei Badescu (University of Toronto)
9/7/12
Actuarial Science Seminar
Replicated Stratified Sampling (RSS) for Sensitivity Analysis
Milanthi Sarukkali (ING Financial Services/University of Connecticut)
Replicated Stratified Sampling (RSS) for Sensitivity Analysis
Milanthi Sarukkali (ING Financial Services/University of Connecticut)
9/14/12
Actuarial Science Seminar
POSTPONED to 21 Sept
Jim Bridgeman (University of Connecticut)
POSTPONED to 21 Sept
Jim Bridgeman (University of Connecticut)
9/21/12
Actuarial Science Seminar
Some Combinatorics That Arose In A Stochastic Problem
Jim Bridgeman (University of Connecticut)
Some Combinatorics That Arose In A Stochastic Problem
Jim Bridgeman (University of Connecticut)
9/28/12
Actuarial Science Seminar
Being a Professional: Lessons Learned over a 35 year Career as an Actuary
Brad Smith (Milliman/SOA)
Being a Professional: Lessons Learned over a 35 year Career as an Actuary
Brad Smith (Milliman/SOA)
10/5/12
Actuarial Science Seminar
What unemployment data can tell us about house prices: stabilizing a strong but unstable connection
Vladimir Ladyzhets (Lava Consulting Services LLC)
What unemployment data can tell us about house prices: stabilizing a strong but unstable connection
Vladimir Ladyzhets (Lava Consulting Services LLC)
10/12/12
Actuarial Science Seminar
Life Insurance Purchasing to Reach a Bequest (joint work with Erhan Bayraktar)
Virginia (Jenny) Young (University of Michigan)
Life Insurance Purchasing to Reach a Bequest (joint work with Erhan Bayraktar)
Virginia (Jenny) Young (University of Michigan)
10/19/12
Actuarial Science Seminar
Workers Compensation Pension Claim Variability
David Mohrman (Towers Watson)
Workers Compensation Pension Claim Variability
David Mohrman (Towers Watson)
11/2/12
Actuarial Science Seminar
Valuation Models and a Generalized Approach to Reserve Calculation
Jeremy Johns (John Hancock Financial Services/University of Connecticut)
Valuation Models and a Generalized Approach to Reserve Calculation
Jeremy Johns (John Hancock Financial Services/University of Connecticut)
11/9/12
Actuarial Science Seminar
Property and Casualty Claim Cost Management
Asiri Gunathilaka (University of Connecticut)
Property and Casualty Claim Cost Management
Asiri Gunathilaka (University of Connecticut)
11/30/12
Actuarial Science Seminar
Insider Trading – How to ruin your life with one phone call
Robert Boxwell (Opera Advisors)
Insider Trading – How to ruin your life with one phone call
Robert Boxwell (Opera Advisors)
2/1/13
Actuarial Science Seminar
A Multivariate Analysis of Intercompany Loss Triangles
Peng Shi (Northern Illinois University)
A Multivariate Analysis of Intercompany Loss Triangles
Peng Shi (Northern Illinois University)
2/22/13
Actuarial Science Seminar
Health Care Issues and Reform: an informative discussion
Emil Valdez (University of Connecticut)
Health Care Issues and Reform: an informative discussion
Emil Valdez (University of Connecticut)
3/1/13
Actuarial Science Seminar
Life and Annuity Statutory Reserves and Risk-based Capital
Tom Campbell (The Hartford)
Life and Annuity Statutory Reserves and Risk-based Capital
Tom Campbell (The Hartford)
3/15/13
Actuarial Science Seminar
A Stochastic Delay Model in Corporate Finance
Isabelle Kemajou (University of Minnesota)
A Stochastic Delay Model in Corporate Finance
Isabelle Kemajou (University of Minnesota)
3/29/13
Actuarial Science Seminar
Using Model Selection and Prior Specification to Improve Regime-switching Asset Simulations
Brian Hartman (University of Connecticut)
Using Model Selection and Prior Specification to Improve Regime-switching Asset Simulations
Brian Hartman (University of Connecticut)
4/5/13
Actuarial Science Seminar
The man with two watches doesnít know what time it is and other career lessons from a reasonably successful actuary
Greg Mateja (ING)
The man with two watches doesnít know what time it is and other career lessons from a reasonably successful actuary
Greg Mateja (ING)
4/12/13
Actuarial Science Seminar
Economic Pricing of Mortality-Linked Securities: A Tatonnement Approach
Ken Seng Tan (University of Waterloo)
Economic Pricing of Mortality-Linked Securities: A Tatonnement Approach
Ken Seng Tan (University of Waterloo)
4/19/13
Actuarial Science Seminar
Overview of China’s Pension System: an informative discussion
Qingyao Wan (Shanghai Finance University)
Overview of China’s Pension System: an informative discussion
Qingyao Wan (Shanghai Finance University)
4/26/13
Actuarial Science Seminar
TBA
Frank Ramsay (Towers Watson)
TBA
Frank Ramsay (Towers Watson)
9/20/13
Actuarial Science Seminar
Calibration of a Regime-Switching Interest Rate Model
James Bridgeman (University of Connecticut)
Calibration of a Regime-Switching Interest Rate Model
James Bridgeman (University of Connecticut)
10/4/13
Actuarial Science Seminar
TBD
Ira Kaplan (GenRE)
TBD
Ira Kaplan (GenRE)
10/11/13
Actuarial Science Seminar
Building default models for subprime mortgages: Assessing the risk in a rapidly changing environment
Vladimir Ladyzhets ()
Building default models for subprime mortgages: Assessing the risk in a rapidly changing environment
Vladimir Ladyzhets ()
10/18/13
Actuarial Science Seminar
TBD – CANCELLED
Andrew Greenhalgh ()
TBD – CANCELLED
Andrew Greenhalgh ()
11/1/13
Actuarial Science Seminar
A differential approach to reserves analysis
Jeremy Johns (John Hancock)
A differential approach to reserves analysis
Jeremy Johns (John Hancock)
11/8/13
Actuarial Science Seminar
Economic Capital Modeling & its Applications
Chanho Lee (The Hartford)
Economic Capital Modeling & its Applications
Chanho Lee (The Hartford)
11/15/13
Actuarial Science Seminar
Robust Claim Severity Models: Theory, Simulations, Examples
Vytaras Brazauskas (Univ. of Wisconsin – Milwaukee)
Robust Claim Severity Models: Theory, Simulations, Examples
Vytaras Brazauskas (Univ. of Wisconsin – Milwaukee)
11/22/13
Actuarial Science Seminar
An Overview of Bayesian Spatial Generalized Linear Models
Candace Berrett (Brigham Young University)
An Overview of Bayesian Spatial Generalized Linear Models
Candace Berrett (Brigham Young University)
11/22/13
Actuarial Science Seminar
Examples in Exploiting Space-time Correlations to Enhance Statistical Inference
Matthew Heaton (Brigham Young University)
Examples in Exploiting Space-time Correlations to Enhance Statistical Inference
Matthew Heaton (Brigham Young University)
3/28/14
Actuarial Science Seminar
Epidemiological and Financial Applications of Statistical Network Science
Chris Groendyke (Robert Morris University)
Epidemiological and Financial Applications of Statistical Network Science
Chris Groendyke (Robert Morris University)
4/14/14
Actuarial Science Seminar
State-dependent fees for variable annuities
Anne MacKay (University of Waterloo)
State-dependent fees for variable annuities
Anne MacKay (University of Waterloo)
9/3/14
Actuarial Science Seminar
Valuation of Large Variable Annuity Portfolios under Nested Simulation: A Functional Data Approach
Guojun Gan (University of Connecticut)
Valuation of Large Variable Annuity Portfolios under Nested Simulation: A Functional Data Approach
Guojun Gan (University of Connecticut)
9/10/14
Actuarial Science Seminar
Structure of the CAPM Covariance Matrix
James Bridgeman (University of Connecticut)
Structure of the CAPM Covariance Matrix
James Bridgeman (University of Connecticut)
9/24/14
Actuarial Science Seminar
Portfolio Choice with Life Annuities under Probability Distortion
Wenyuan Zhang ( the real world probability is subjectively distorted: people always overweight small probabilities and underweight large probabilities. In this talk)
Portfolio Choice with Life Annuities under Probability Distortion
Wenyuan Zhang ( the real world probability is subjectively distorted: people always overweight small probabilities and underweight large probabilities. In this talk)
10/1/14
Actuarial Science Seminar
Using Models to make Decisions: Advanced Analytics at Travelers Insurance
Chris Parks and Tiran Chen (Travelers)
Using Models to make Decisions: Advanced Analytics at Travelers Insurance
Chris Parks and Tiran Chen (Travelers)
10/8/14
Actuarial Science Seminar
Adverse Selection in Secondary Insurance Markets: Evidence from the Life Settlement Market
Daniel Bauer (Georgia State University)
Adverse Selection in Secondary Insurance Markets: Evidence from the Life Settlement Market
Daniel Bauer (Georgia State University)
10/29/14
Actuarial Science Seminar
How does the insurance company create value and make money
Jon Wu ()
How does the insurance company create value and make money
Jon Wu ()
11/5/14
Actuarial Science Seminar
The Earnings Engine
Jeremy Johns (John Hancock)
The Earnings Engine
Jeremy Johns (John Hancock)
2/4/15
Actuarial Science Seminar
Prior Specification for Multivariate Regime-switching Asset Simulations
Brian Hartman (University of Connecticut)
Prior Specification for Multivariate Regime-switching Asset Simulations
Brian Hartman (University of Connecticut)
3/4/15
Actuarial Science Seminar
Goldenson Center National Retirement Sustainability Index (NRSI)
Huili Tang and Jiatian Xu (University of Connecticut)
Goldenson Center National Retirement Sustainability Index (NRSI)
Huili Tang and Jiatian Xu (University of Connecticut)
3/11/15
Actuarial Science Seminar
Fitting Erlang-Based Models to Left-Truncated Data with Application to Operational Risk Management
Sheldon Lin (University of Toronto)
Fitting Erlang-Based Models to Left-Truncated Data with Application to Operational Risk Management
Sheldon Lin (University of Toronto)
3/24/15
Actuarial Science Seminar
Behavioral Effects of the Massachusetts Community Insurance Fraud Initiative (CIFI) on Medical Providers in Auto Insurance Claims
Richard Derrig (OPAL Consulting LLC and Temple University)
Behavioral Effects of the Massachusetts Community Insurance Fraud Initiative (CIFI) on Medical Providers in Auto Insurance Claims
Richard Derrig (OPAL Consulting LLC and Temple University)
4/15/15
Actuarial Science Seminar
Regulatory Risk Based Capital ñ Origins and Recent Issues
Richard Marcks (Connecticut Insurance Department)
Regulatory Risk Based Capital ñ Origins and Recent Issues
Richard Marcks (Connecticut Insurance Department)
9/14/15
Actuarial Science Seminar
A Dual Version of Asset-Liability Risk Modeling – I
James Bridgeman (University of Connecticut)
A Dual Version of Asset-Liability Risk Modeling – I
James Bridgeman (University of Connecticut)
9/21/15
Actuarial Science Seminar
A Dual Version of Asset-Liability Risk Modeling – II
James Bridgeman (University of Connecticut)
A Dual Version of Asset-Liability Risk Modeling – II
James Bridgeman (University of Connecticut)
9/28/15
Actuarial Science Seminar
Creating Insights and Competitive Advantages at Travelers Insurance through Data and Analytics
Christopher Parks (Travelers)
Creating Insights and Competitive Advantages at Travelers Insurance through Data and Analytics
Christopher Parks (Travelers)
11/2/15
Actuarial Science Seminar
Pension De-Risking: Buy-ins and Buy-outs
Tianxiang Shi (University of Nebraska-Lincoln)
Pension De-Risking: Buy-ins and Buy-outs
Tianxiang Shi (University of Nebraska-Lincoln)
11/9/15
Actuarial Science Seminar
Optimal Reinsurance Design: Expectile and Distortion Risk Measure Based Models
Chengguo Weng (University of Waterloo)
Optimal Reinsurance Design: Expectile and Distortion Risk Measure Based Models
Chengguo Weng (University of Waterloo)
12/7/15
Actuarial Science Seminar
Territorial risk classification using spatially dependent frequency-severity models
Shi Peng (University of Wisconsin – Madison)
Territorial risk classification using spatially dependent frequency-severity models
Shi Peng (University of Wisconsin – Madison)
2/22/16
Actuarial Science Seminar
Multivariate Loss Frequency Regression Models
Emiliano Valdez (University of Connecticut)
Multivariate Loss Frequency Regression Models
Emiliano Valdez (University of Connecticut)
3/21/16
Actuarial Science Seminar
Extreme Risks in Insurance and Finance with Multivariate Regular Variation
Qihe Tang (University of Iowa)
Extreme Risks in Insurance and Finance with Multivariate Regular Variation
Qihe Tang (University of Iowa)
3/28/16
Actuarial Science Seminar
Uplift Modeling via Parametric Recursive Bivariate Probit Models
Matthew Flynn (AIG)
Uplift Modeling via Parametric Recursive Bivariate Probit Models
Matthew Flynn (AIG)
4/4/16
Actuarial Science Seminar
Robust bootstrap for claims reserving using GLM
Tim Verdonck (KU Leuven)
Robust bootstrap for claims reserving using GLM
Tim Verdonck (KU Leuven)
4/11/16
Actuarial Science Seminar
Claims Tracking and Monitoring
Jeyaraj Vadiveloo (University of Connecticut)
Claims Tracking and Monitoring
Jeyaraj Vadiveloo (University of Connecticut)
4/25/16
Actuarial Science Seminar
On Robust Risk Analysis
Jose Blanchet (Columbia University)
On Robust Risk Analysis
Jose Blanchet (Columbia University)
3/6/17
Actuarial Science Seminar
Efficient Valuation of Large Variable Annuity Portfolios
Emiliano Valdez (University of Connecticut)
Efficient Valuation of Large Variable Annuity Portfolios
Emiliano Valdez (University of Connecticut)
4/10/17
Actuarial Science Seminar
Machine Learning Techniques to Detect Hierarchical Interactions in GLM’s for Insurance Premiums
Jose Garrido (Concordia University)
Machine Learning Techniques to Detect Hierarchical Interactions in GLM’s for Insurance Premiums
Jose Garrido (Concordia University)
4/21/17
Actuarial Science Seminar
Inference for Mortality Models and Predictive Regressions
Liang Peng (Georgia State University)
Inference for Mortality Models and Predictive Regressions
Liang Peng (Georgia State University)
9/8/17
Actuarial Science Seminar
Robust joint modeling of mean and dispersion for GLMs
Tim Verdonck (Katholieke Universiteit Leuven)
Robust joint modeling of mean and dispersion for GLMs
Tim Verdonck (Katholieke Universiteit Leuven)
9/18/17
Actuarial Science Seminar
Generalized linear mixed model (GLMM)
Himchan Jeong (University of Connecticut)
Generalized linear mixed model (GLMM)
Himchan Jeong (University of Connecticut)
9/25/17
Actuarial Science Seminar
National Retirement Sustainability Index
Huili Tang (University of Connecticut)
National Retirement Sustainability Index
Huili Tang (University of Connecticut)
10/10/17
Actuarial Science Seminar
Advanced analytics in Travelers
Tiran Chen (Travelers)
Advanced analytics in Travelers
Tiran Chen (Travelers)
10/17/17
Actuarial Science Seminar
Optimal Equilibrium for Time-Inconsistent Stopping Problems
Zhou Zhou (University of Michigan)
Optimal Equilibrium for Time-Inconsistent Stopping Problems
Zhou Zhou (University of Michigan)
10/30/17
Actuarial Science Seminar
Measuring the effectiveness of volatility auctions
Carlos Castro (Universidad del Rosario)
Measuring the effectiveness of volatility auctions
Carlos Castro (Universidad del Rosario)
11/13/17
Actuarial Science Seminar
Modelling of Large Insurance Claims and Occurrence Data
Dipak Dey (University of Connecticut)
Modelling of Large Insurance Claims and Occurrence Data
Dipak Dey (University of Connecticut)
11/27/17
Actuarial Science Seminar
Quantile-based risk sharing, market equilibria, and heterogeneous beliefs
Ruodu Wang (University of Waterloo)
Quantile-based risk sharing, market equilibria, and heterogeneous beliefs
Ruodu Wang (University of Waterloo)
1/31/18
Actuarial Science Seminar
Modelling of Loss Model using Copula and its Application to A Posteriori Ratemaking in Insurance
Jaeyoun Ahn (Ewha Womans University)
Modelling of Loss Model using Copula and its Application to A Posteriori Ratemaking in Insurance
Jaeyoun Ahn (Ewha Womans University)
3/26/18
Actuarial Science Seminar
Joint Modeling of Customer Loyalty and Risk in Personal Insurance
Emiliano Valdez (University of Connecticut)
Joint Modeling of Customer Loyalty and Risk in Personal Insurance
Emiliano Valdez (University of Connecticut)
4/9/18
Actuarial Science Seminar
Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
Pieter Segaert (Katholieke Universiteit Leuven)
Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
Pieter Segaert (Katholieke Universiteit Leuven)
4/11/18
Actuarial Science Seminar
Dimension Reduction in Quantitative Finance
Kai Liu (University of Prince Edward Island)
Dimension Reduction in Quantitative Finance
Kai Liu (University of Prince Edward Island)
10/1/18
Actuarial Science Seminar
Travelers Case Competition
Tiran Chen (Travelers)
Travelers Case Competition
Tiran Chen (Travelers)
10/19/18
Actuarial Science Seminar
Quantitative Fundamental Investing: Theory and Practice
John McDermott (Fairfield University and Symmetry Partners)
Quantitative Fundamental Investing: Theory and Practice
John McDermott (Fairfield University and Symmetry Partners)
10/22/18
Actuarial Science Seminar
Ratemaking application of Bayesian LASSO with conjugate hyperprior
Emiliano Valdez (University of Connecticut)
Ratemaking application of Bayesian LASSO with conjugate hyperprior
Emiliano Valdez (University of Connecticut)
11/12/18
Actuarial Science Seminar
Upper Bounds for Strictly Concave Distortion Risk Measures on Moment Spaces
Steven Vanduffel (Vrije Universiteit Brussel)
Upper Bounds for Strictly Concave Distortion Risk Measures on Moment Spaces
Steven Vanduffel (Vrije Universiteit Brussel)
11/26/18
Actuarial Science Seminar
TBD
Zhiyu Quan (University of Connecticut)
TBD
Zhiyu Quan (University of Connecticut)
12/11/18
Actuarial Science Seminar
Application of Bayesian sensitivity analysis in compound risk model with random effects
Himchan Jeong (University of Connecticut)
Application of Bayesian sensitivity analysis in compound risk model with random effects
Himchan Jeong (University of Connecticut)
12/11/18
Actuarial Science Seminar
Application of Bayesian sensitivity analysis in compound risk model with random effects
Himchan Jeong (University of Connecticut)
Application of Bayesian sensitivity analysis in compound risk model with random effects
Himchan Jeong (University of Connecticut)