Description: This is the abstract for the presentation on nonparametric estimation of CTE.

Description: This abstract describes a paper that considers the square-root process and its time integral as they occur in pricing options in stochastic volatility models.

Description: This abstract describes a paper that uses a multivariate Ornstein-Uhlenbeck process to model the returns on different investment instruments.

Description: This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the marginal costs of risk exposures for a profit maximizing financial institution with risk averse counterparties, and then identifying a closed-form solution for the risk measure whose gradient delivers the correct marginal costs.

Description: This abstract describes a presentation that shares thoughts on being or becoming a Center of Actuarial Excellence school.

Description: This abstract describes study that simulated claims data under different environmental changes and applied a chain-ladder and a micro-level model to each simulated data set.

Description: This abstract describes a paper that uses delay equations to derive a formula for the price of an option used for the pricing of corporate debt and adopts this approach to the valuation of government loan guarantees for companies in financial distress.

Description: This abstract describes a paper that considers a Bayesian approach for parameter estimation under a specific PH aging model framework.

Description: This abstract describes a paper that, using data from a major insurer, compares and contrasts several different models for risk assessment, including GLMs, GLMMs, and GAMs.

Description: This abstract describes a paper that demonstrates that option values generally considered to be strictly positive as they provide the holder with the right – but not the obligation – to execute a transaction, may not be true within personal savings products.