2019.1 Actuarial Research Conference Proceedings

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

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© 2019 Society of Actuaries. All rights reserved.

Society of Actuaries
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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

Editor's Comments | List of Participants | Program | Sponsors

Table of Contents

 

Actuarial Education

Specific Guidelines for Creating Two-Dimensional Syllabi with Challenging but not Overly- Difficult Problems
R. Hendel (Paper)   

Getting Students to Think Like Actuaries: Incorporating Professional Skills in the Classroom
D. Skrzydlo (Presentation) 

 

Actuarial Topics

Blockchains: What They Are, How They Work, and Their Implications for the Insurance Industry
A. Shapiro (Paper)

 

Cyber Risk

Practical Analysis and Management of Cyber Risk
B. Goodman (Abstract)   

 

Financial Modeling

Assessing the Financial Viability of the Road Accident Benefit Scheme in South Africa
C. Marais (Presentation) 

Predicting the Time of the Highest Gain for the Money Makers (in Share/Stock Market)
M. Adnan (Abstract) 

 

Health Topics

Measuring and Analyzing Individual Healthy Life Expectancy
J. Vadiveloo (Presentation)   

 

Human Sustainability

Climate Change (Actuaries Climate Index)
S. Kolk (Abstract)   

 

Mortality Improvement

Recent Developments in Longevity, Internationally
B. Ridsdale, A. Evans, A. Gallop (Presentation) 

   

Reinsurance

Simulation of Correlated Levy Negative Binomial Processes for Quantitative Risk Modelling
M. Mazjini (Abstract) 

   

Risk Measures and Models

Evaluation of the Ruin Probability in Ordered Risk Models
M. Brown, D. Rondon (Paper)   

 

Statistical Methods

Actuarial Applications of Word Embedding Models
G. Lee (Abstract) 

Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments
V. Brazauskas (Abstract)   

 

Topics in Life Insurance

Equity Indexed Universal Life Insurance in College Funding
L. Liang, Z. Wu (Abstract)