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Extreme Events for Insurers: Correlation, Models and Mitigation Study
mitigation for practitioners. It covers the complete cycle of extreme event risk management, from identifying ... This paper explores extreme events from the perspective of a global insurance company, with an emphasis ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2015
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Extreme Events for Insurers: Correlation, Models, and Mitigation – R Program
Mitigation – R Program This is the R programs used to develop the examples for the research report “Extreme ... Shang and Marc Vincelli Catastrophic risk;risk measurement;risk modeling;risk theory 6442468201 5/16/2016 ...- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Wavelet-Based Equity VaR Estimation
© 2019 by the Canadian Institute of Actuaries, Casualty Actuarial Society, and Society of Actuaries. ... reserved by the Canadian Institute of Actuaries, Casualty Actuarial Society, and Society of Actuaries.- Authors: Kailan Shang
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Effective ERM Stakeholder Engagement
gaining acceptance of a proposed ERM strategy. The researcher has identified the factors, processes and ... practices that lead to both poor and strong levels of stakeholder acceptance. risk strategy;Risk appetite ...- Authors: Kailan Shang
- Date: Mar 2018
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Deep Learning for Liability-Driven Investment
Investment This article summarizes key points from the recently published research paper “Deep Learning ... February 2022 This article summarizes key points from the recently published research paper “Deep Learning ...- Authors: Kailan Shang
- Date: Feb 2022
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments; Predictive Analytics
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Risk Management Research Update
Risk Management Research Update Article describing the most recent Risk Management Section research updates ... February 2021 The literature on risk management continues growing with a variety of interesting research ...- Authors: Kailan Shang
- Date: Feb 2021
- Publication Name: Risk Management
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Variable Selection in Predictive Modeling: Does it Really Matter
Variable Selection in Predictive Modeling: Does it Really Matter A discussion about how many ... Matter A discussion about how many models can address the over fitting issues caused by too many variables ...- Authors: Kailan Shang
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Predictive Analytics
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Deep Learning for Liability-Driven Investment
Deep Learning for Liability-Driven Investment The Society of Actuaries’ Committee on Finance Research is ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Multiple Objective Asset Allocation for Retirees Using Simulation
Allocation for Retirees Using Simulation The asset portfolios of retirees’ serve many purposes including ... so on. Multiple objectives with different levels of importance lead to a complex asset allocation problem ...- Authors: Kailan Shang, Lingyan Jiang
- Date: Sep 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Pension Section News
- Topics: Finance & Investments>Asset allocation
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Predictive Analytics: A Primer for Pension Actuaries
Predictive Analytics: A Primer for Pension Actuaries The Society of Actuaries Aging & Retirement ... Analytics: A Primer for Pension Actuaries The Society of Actuaries Aging & Retirement Strategic Research ...- Authors: David M Cantor, Kailan Shang
- Date: Oct 2021
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement