ARCH Table of Contents 2017.1
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Table of Contents
Actuarial Education & Research
Another Open Educational Resource
E. Frees
View Abstract
Social Media Analysis of Catastrophic Response: Twitter Data Analysis of Tornadoes
D. Hall, K. Shang, S. Siegel
View Abstract
Society of Actuaries Education Update
S. Klugman
View Abstract
Catastrophes & Reinsurance
Split-Atom Convolution for Probabilistic Aggregation of Catastrophe Losses
R. Wojcik, C. W. Liu, J. Guin
View Paper
Enterprise Risk Management
A Conditional Equity Risk Model for Regulatory Assessment
A. Floryszczak, J. Levy Vehel, M. Majri
View Presentation
Looking at OSFI's Recent LICAT Guideline through a Cost of Capital Lens
J. Manistre
View Paper
Finance Applications
Assessing the Effectiveness of Local and Global Quadratic Hedging under GARCH Models
M. Augustyniak, F. Godin, C. Simard
View Presentation
Dynamic Nonparametric Analysis of Nonstationary Portfolio Returns and Its Application to VaR and Forecasting
S. Efromovich, J. Wu
View Paper
Healthcare Modeling
Improving the Prediction of Re-admissions Amongst Medicare Patients in a California Hospital
N. Huynh, H. Fallah, D. Robbins-Kelley
View Abstract
Mortality & Longevity
Bayesian Inference for Small Population Longevity Risk Modelling
L. Chen, A. Cairns, T. Kleinow
View Abstract and Presentation
High Age Mortality and Frailty: Some Remarks and Hints for Actuarial Modeling
E. Pitacco
View Paper
On Equality and Inequality in Stationary Populations
D. Swanson, L. Tedrow
View Paper
The Gamma-Exponential Mix Model CDF
T. Edwalds, R. Hilton
View Presentation
Property & Casualty
General Insurance Deductible Ratemaking
G. Lee, E. Frees
View Abstract
Identification of the Age-Period-Cohort Model for Incomplete Development Triangles
T. Hartl
View Abstract
Researching the Risks of Tomorrow – Actuarial Insights on Automated Vehicles
J. Charak
View Abstract
Retirement and Life Insurance
A Framework for Measuring Risk of Contingent Indexation for Defined Benefit Pension Plan
L. Adam
View Abstract
Optimal Decumulation Strategy during Retirement with the Purchase of Deferred Annuities
A. Chen
View Presentation
Performance Analysis of Equity Index Universal Life Insurance
L. Liang, Z. Wu
View Abstract
Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model
Z. Cui, R. Feng, A. MacKay
View Abstract
Risk Measures
Fuzzy System Approach for Assessing Risk in Insurance
M. Koissi, A. Shapiro
View Abstract
Value-at-risk and Tail-Value-at-Risk given a Linguistic Perspective
S. S. Appadoob, A. Shapiro, A. Thavaneswaran
View Paper
Statistical Methods
A Simple Approach to Evaluate the Distribution of Aggregate Claims
K. R. Thiagarajah
View Abstract
Cramér-von Mises Estimation Based on Probability Generating Functions and Box-Cox Transform for Count Data
C. Bilodeau, A. Luong
View Abstract
Predictive Risk Modeling for Information Systems
M. Anthony, M. Ishmael, E. Santa, A. Shemyakin, N. Vandeweghe
View Abstract
Solvency/Regulation
A Study on Effective Factors of Insurance Companies’ Solvency via Panel Data Model
G. Mahdavi, J. Moniri
View Abstract