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ARCH Table of Contents 2012.1

  • University of Connecticut
  • Storrs, CT
  • August 11-13, 2011

Distribution sponsored by The Education and Research Section of the Society of Actuaries

Copyright © 2012 Society of Actuaries

All rights reserved by the respective authors and by the Society of Actuaries. The Society of Actuaries assumes no responsibility for the statements made or opinions expressed in the articles, criticisms and discussions published in ARCH.

  • Society of Actuaries
  • 475 N. Martingale Road, Ste. 600
  • Schaumburg, IL 60173–2226
  • Editorial direction by:
  • Charles S. Fuhrer
  • The Segal Company
  • 1920 'N' Street NW, Ste. 500
  • Washington, DC 20036
  • Arnold F. Shapiro
  • Pennsylvania State University
  • Smeal College of Business
  • 359 Business Building
  • University Park, PA 16802

Table of Contents

 

Topic/Title/Authors

  • Actuarial Education
  • Actuarial Education: Theory into Practice
  • A. Butt
    View Abstract
  • Technology Enhanced Learning for Actuarial Science Education
  • E. Frees, M. Rosenberg
    View Abstract
  • Dependence Models
  • Actuarial Applications of Multivariate Two-Part Regression Models
  • E. Frees, X. Jin, X. Lin
    View Abstract
  • Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question
  • S. Lin, S. Lee
    View Presentation
  • Optimal Reinsurance with Positive Dependence
  • W. Wei, J. Cai
    View Presentation
  • Enterprise Risk Management
  • Behavioral Economics: Implications for Enterprise Risk Management
  • R. Gorvett
    View Complete Article
  • Finance
  • An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products: Lessons from the Financial Crisis of the Late-2000s
  • M. Augustyniak, M. Boudreault
    View Presentation
  • Hedging Equity-Linked Products Under Stochastic Volatility Models
  • A. MacKay
    View Presentation
  • Suboptimality of Asian Executive Indexed Options
  • C. Bernard, P. Boyle, J. Chen
    View Presentation
  • The Herd Behavior Index: A New Measure for Estimating the Degree of Systemic Risks in Financial Markets
  • J. Dhaene, D. Linders, W. Schoutens, D. Vyncke
    View Abstract
  • Health Insurance
  • Long Term Accumulation of Wealth: The Case of a Small Health Insurance Company
  • N. Humphreys
    View Complete Article
  • Mortality and Longevity
  • A Bayesian Hierarchical Model for Multi-population Mortality Forecasting
  • B. Hartman and J. Li
    View Abstract
  • Non-Life Insurance
  • Modeling Motorcycle Insurance Rate Reduction Due to Mandatory Safety Courses
  • S. Huang, J. Vadiveloo, E. Valdez, G. Lapidus
    View Complete Article
  • Pensions
  • The Evolution of a Pension Consulting Practice and the Role of Actuarial Malpractice Litigation
  • R. Joss
    View Abstract
  • On the Absolute Ruin Problem in a Sparre Andersen Risk Model with Constant Interest
  • R. Mitric, A. Badescu, D. Stanford
    View Presentation
  • Statistical Methods
  • Calculating Arithmetic Mean Returns: It Is Harder than It Looks!
  • R. Joss
    View Abstract
  • CSTEP: a HPC Platform for Scenario Reduction Research on Efficient Stochastic Modeling--Representative Scenario Approach
  • Y. Chueh, P. Johnson, Jr.
    View Complete Article
  • Esscher Approximations for Maximum Likelihood Estimates - Exploratory Ideas
  • J. Bridgeman
    View Complete Article
  • Validating the PRIDIT Method for Determining Hospital Quality with Outcomes Data
  • R. Lieberthal, D. Comer, K. O'Connell
    View Abstract
    View Presentation
  • Variable Selection in GLM with Actuarial Applications
  • W. Zheng, B. Hartman
    View Abstract