Current Research Activities

Michael Baron – Sequential Analysis of Actuarial Risks and Credibility

M. Bebbington, C.D. Lai, R.Zitikis – A Mathematical Model for Late-Life Mortality

Carole Bernard, Mike Ludkovski – Impact of Counterparty Risk on the Reinsurance Market

Vytaras Brazauskas, Harald Dornheim – Robust-Efficient Methods for Regression Credibility

Stephen D’Arcy – Capital Allocation in the Property-Liability Insurance Industry

Runhuan Feng – Valuation of Counterparty Credit Risk Using Collective Risk Theoretic Approaches

Edward W. (Jed) Frees, Yunjie (Winnie) Sun – Micro -econometric Modeling of Personal Lines Insurance

David Landriault - Capital Requirements with Implementation Delays

Colin Ramsay - An Actuarial Approach to Pricing Funeral (Burial) Micro-Insurance

Nariankadu D. Shyamalkumar – Confidence Intervals for the CTE: In Search for Improved Small Sample Performance

Jaap Spreeuw, Soren Fiig Jarne, Jens Perch Nielsen – Using the SAINT Model to Identify Mortality Trends for Several Frailty Specifications

Jun Zhou – Incorporate the Dependence Structure in Estimating Loss Reserves