Seminars

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.
1/29/08
Actuarial Science Seminar
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)
2/26/08
Actuarial Science Seminar
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)
3/25/08
Actuarial Science Seminar
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)
4/8/08
Actuarial Science Seminar
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)
4/22/08
Actuarial Science Seminar
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)
9/2/08
Actuarial Science Seminar
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)
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)
9/23/08
Actuarial Science Seminar
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)
10/7/08
Actuarial Science Seminar
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)
10/21/08
Actuarial Science Seminar
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)
11/4/08
Actuarial Science Seminar
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)
11/18/08
Actuarial Science Seminar
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)
1/27/09
Actuarial Science Seminar
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)
2/24/09
Actuarial Science Seminar
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.)
3/17/09
Actuarial Science Seminar
Integrated Financial Planning
Jay Vadiveloo (UConn/Watson Wyatt)
3/24/09
Actuarial Science Seminar
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)
4/7/09
Actuarial Science Seminar
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)
4/21/09
Actuarial Science Seminar
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)
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)
10/27/09
Actuarial Science Seminar
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)
2/2/10
Actuarial Science Seminar
Beyond the Numbers
Clifford Lange (Boston Mutual)
2/9/10
Actuarial Science Seminar
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)
2/23/10
Actuarial Science Seminar
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)
3/16/10
Actuarial Science Seminar
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)
3/30/10
Actuarial Science Seminar
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)
4/20/10
Actuarial Science Seminar
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)
10/12/10
Actuarial Science Seminar
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)
4/5/11
Actuarial Science Seminar
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)
9/16/11
Actuarial Science Seminar
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)
9/30/11
Actuarial Science Seminar
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)
10/14/11
Actuarial Science Seminar
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)
10/28/11
Actuarial Science Seminar
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)
11/11/11
Actuarial Science Seminar
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)
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.)
1/27/12
Actuarial Science Seminar
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)
2/10/12
Actuarial Science Seminar
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)
3/9/12
Actuarial Science Seminar
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)
3/30/12
Actuarial Science Seminar
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)
4/13/12
Actuarial Science Seminar
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)
4/27/12
Actuarial Science Seminar
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)
9/14/12
Actuarial Science Seminar
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)
9/28/12
Actuarial Science Seminar
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)
10/12/12
Actuarial Science Seminar
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)
11/2/12
Actuarial Science Seminar
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)
11/30/12
Actuarial Science Seminar
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)
2/22/13
Actuarial Science Seminar
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)
3/15/13
Actuarial Science Seminar
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)
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)
4/12/13
Actuarial Science Seminar
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)
4/26/13
Actuarial Science Seminar
TBA
Frank Ramsay (Towers Watson)
9/20/13
Actuarial Science Seminar
Calibration of a Regime-Switching Interest Rate Model
James Bridgeman (University of Connecticut)
10/4/13
Actuarial Science Seminar
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 ()
10/18/13
Actuarial Science Seminar
TBD – CANCELLED
Andrew Greenhalgh ()
11/1/13
Actuarial Science Seminar
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)
11/15/13
Actuarial Science Seminar
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)
11/22/13
Actuarial Science Seminar
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)
4/14/14
Actuarial Science Seminar
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)
9/10/14
Actuarial Science Seminar
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)
10/1/14
Actuarial Science Seminar
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)
10/29/14
Actuarial Science Seminar
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)
2/4/15
Actuarial Science Seminar
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)
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)
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)
4/15/15
Actuarial Science Seminar
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)
9/21/15
Actuarial Science Seminar
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)
11/2/15
Actuarial Science Seminar
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)
12/7/15
Actuarial Science Seminar
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)
3/21/16
Actuarial Science Seminar
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)
4/4/16
Actuarial Science Seminar
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)
4/25/16
Actuarial Science Seminar
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)
4/10/17
Actuarial Science Seminar
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)
9/8/17
Actuarial Science Seminar
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)
9/25/17
Actuarial Science Seminar
National Retirement Sustainability Index
Huili Tang (University of Connecticut)
10/10/17
Actuarial Science Seminar
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)
10/30/17
Actuarial Science Seminar
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)
11/27/17
Actuarial Science Seminar
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)
3/26/18
Actuarial Science Seminar
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)
4/11/18
Actuarial Science Seminar
Dimension Reduction in Quantitative Finance
Kai Liu (University of Prince Edward Island)
10/1/18
Actuarial Science Seminar
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)
10/22/18
Actuarial Science Seminar
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)
11/26/18
Actuarial Science Seminar
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)
12/11/18
Actuarial Science Seminar
Application of Bayesian sensitivity analysis in compound risk model with random effects
Himchan Jeong (University of Connecticut)