Description: This research report is on the incorporation of flood and other catastrophe model results into pricing and underwriting.

Description: This paper develops a new technique, which allows the analyst to maximally use all thte historical interest rate information available in forecasting interest rates. Interest rates' daily change do not follow a stationary random process over long time periods. Instead, the process is comprised of stationary periods, each a few years long, with relatively short transitional periods between different stationary periods.

Description: This research report models the impact on the U.S. insurance market resulting from a post-Brexit economy in the UK.

Description: Objective: to provide benchmarking information to companies address needs of internal stakeholders in cost-effectively conducting/implementing an ORSA process.

Description: This working paper discusses the risks of investing in stocks in public pension funds.

Description: This dissertation by Tia Sawhney will help you understand this issue and start measuring it, or start promoting equitable public policy.

Description: Statistics show that the risk of fatality associated with motorcycle crashes far exceeds that of automobiles hereby Connecticut introduced mandatory motorcycle safety training. This paper develops a unifying framework to quantify the effectiveness of such mandatory programs and to translate this in terms of a possible insurance rate reduction.

Description: The goal of this paper is to study how a full-range tail dependence copula would be useful in assessing tail risks in a regression setting.

Description: This research report that provides a literature survey of methodologies applying machine learning to insurance claim modeling.

Description: In this paper, the author uses simple risk portfolios to discuss the abilities and shortcomings of the current methodologies for Value-at Risk [VaR], and suggests methodologies which can be used to facilitate the aggregation of VaR measures.