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Alphabetical List of Completed Research Projects

A Monte-Carlo Approach to the Analysis of Nonlinear and Non-Gaussian Actuarial Time Series
by Carlin, Bradley

A Stochastic Approach to Workers Compensation Pension Reserves
by Meyers, Glenn

Actuarial Considerations Regarding Risk and Return in Property-Casualty Insurance
by Van Slyke, editor

Actuarial Gains and Losses: A Martingale Approach
by Dufresne, Daniel

Actuarial Modeling with MCMC and BUGS
by Scollnik, David

Actuarial Projections for the Old-Age, Survivors, and Disability Insurance Program of Social Security in the US
by Andrews, George and Beekman, John

An Alternative Look at Returns of High-Yield Securities and at Risk Classification
by Ostaszewski, Krzysztof

An Analysis of the Capital Structure of an Insurance Company
by Meyers, Glenn

An Empirical Examination of Jump Risks in U.S. Equity and Bond Markets
by Friesen, Geoffrey

An Introduction to the Competitive Market Equilibrium Risk Load Formula
by Meyers, Glenn

Approximations for Aggregate Claims and Ruin Probabilities
by Lin, X Sheldon and Willmot, Gordon

Asset-Liability Integration
by Ostaszewski, Krzysztof

Bayesian Credibility
by Klugman, Stuart

Bayesian Reserving Methods Inspired by Chain Ladder Methods and Implemented Using WinBUGS
by Scollnik, David P.M.

Biological and Psycho-behavioral Correlates of Risk Taking, Credit Scores, and Automobile Insurance Losses: Toward an Explication of Why Credit Scoring Works
by Brockett, Patrick

Bounds on Prices of Insurance Contracts and Complex Options
by Boyle, Phelim and Lin, X Sheldon

Corporate Book Reserving for Postretirement Health Care Benefits
by Bartlett, Dwight,editor

Credibility and Equity
by Promislow, S. David and Young, Virginia

Distance Learning for Actuarial Students
by Brown, Robert L

Educational Software for Actuarial Mathematics and Demography
by Seah, Eric

Empirical Bayesian Credibility for Workers’ Compensation Classification Ratemaking
by Klugman, Stuart and Meyers, Glenn

Employer Accounting for Pensions: An Analysis of Financial Accounting Standards Board’s Preliminary Views and Exposure Draft
by Hicks, E.L. and Trowbridge, C.L.

Ethics, Economics and Actuarial Considerations of Genetic Testing
by Brockett, Patrick

Explaining US GAAP Reports in Mutual Life Insurance Companies
by Case, Daniel

Fine Tuning a Whittaker-Henderson Graduation
by Broffit, James

Fluctuations of Pension Fund Contributions and Fund Levels
by Dufresne, Daniel

Fundamental Concepts of Actuarial Science
by Trowbridge, Charles L

Gain and Loss Characteristics of Average Fair Market Value Asset Valuation Methods
by Bayer, Gary

Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
by Brockett, Patrick

Insurance Pricing: Theory and Applications, and Insurance Ratemaking: Risk and Reward
by Wang, Shuan

Insurance Risk Models
by Panjer, Harry and Willmot, Gordon

Interest and Mortality Randomness: Solvency Considerations
by Parker, Gary

Life Insurance Account
by Reuter, Robert

Loss Distributions
by Hogg, Robert

Mathematical Models for Active Life Expectancy
by Beekman, John A

Measurement of Relative Equity and Yaari’s Theory of Risk
by Promislow, S David and Young, Virginia

Measuring The Interest Rate Risk
by Milgrom, Paul R

Modeling Catastrophes and Their Impact on Insurance Portfolios
by Cossette, Helene, Duchesne, Thierry and Marceau, Etienne

Modeling Life and Health Insurance Operations with Solvency Considerations
by Frees, Edward (Jed)

On Applications of Finance Theory to Property-Liability Insurance Pricing
by D’Arcy, Stephen and Doherty, Neil

Operations Research Applications in Actuarial Science and Insurance
by Shapiro, Arnold

Parametric and Non-Parametric Bootstrap in Actuarial Practice
by Ostaszewski, Krzysztof and Rempala, Grzegorz

Premium Death Spirals: Theory and Empirical Evidence
by Dowd, Bryan, Feldman, Roger and Sutton, Harry

Pricing Life Insurance Under Stochastic Mortality via the Instantaneous Sharpe Ratio
by Young, Virginia

Pricing of Guaranteed Annuity Conversion Options
by Laura Ballotta, Ph.D., MSc, BSc and Steven Haberman, Ph.D., MA, DSc, FIA, ASA

Projections of Active Life Expectancies and Their Applications to Long-Term Care Coverages
by Beekman, John

Retrospective and Prospective Analysis of the Privatized Mandatory Pension System in Mexico
by Sinha, Tapen

Risky Business-An Education Software for Risk Theory
by Dufresne, Francois and Gerber, Hans U

Robust and Efficient Methods for Estimation of Reinusrance Parameters
by Brazuaskas, Vytaras

Robust and Efficient Estimation of the Tail Index of a One-Parameter Pareto
by Serfling, Robert and Brazuaskas, Vytaras

Sequential Quasi-Linear Credibility
Landsman, Zinoviy and Makov, Udi

Simulation Based Investigation of Optimal Funding for Defined-Benefit Schemes
by Haberman, Steven and Owadally, Iqbal

Some Nonlinear Time Series Models for Actuarial Use
Wai-Sum Chan

Stock Return Models for Financial Guarantees with Applications to Investment Guarantees in Insurance Products
by Hardy, Mary

Survival Models and Their Estimation
by London, Richard

Textbook on Mathematics of Investment and Credit
by Broverman, Samuel

The Bootstrap Method for Calibrating Equity Models
by Hardy, Mary

The Profit Provision in the Ratemaking Formula
by D’Arcy, Stephen and Dyer, Michael


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