Description: A discussion on how, as some have worried, we are entering uncharted territory for countries such as the United States and the Eurozone, as large amounts of money are being expended to stave off major global financial crises.

Description: Full version of Risks and Rewards Newsletter, October 2002, Issue No. 40.

Description: Full version of Risks & Rewards Newsletter, August 2005, Issue No. 47.

Description: The article discusses the investment models of The Mutual Pension Insurance Company Ilmarinen, one of the companies managing the statutory employment pension in Finland. The parts are: financial time series data management, time series analysis programs, investment simulation models and portfolio optimization models.

Description: The Long and Short (Runs) of Investing in Equities by Peter Yoo from Risks and Rewards Newsletter, March 1999, Issue No. 32.

Description: Recent passage of the Gramm-Leach-Bliley Act increased the access that insurers have to low-cost loans advances offered by the individual banks of the Federal Home Loan Bank FHLB system. This article describes the general features of how advance programs work, their potential benefits to insurers and key issues to consider.

Description: Feature article describing a framework for the computation of credit capital requirements under the constant position paradigm, taking into account recovery rates.

Description: While many know that machine learning is a big deal and even have a general idea of what it is, many do not know what machine learning can do for them. As an alternative to citing achievements or explaining algorithms, this article outlines the challenges that occur in statistics and the solutions that machine learning offers. Some of those challenges include correlated predictors, missing data, data interaction, and prediction intervals. Corresponding solutions include regularization technics, missing value imputation with KNN, tree based models, and cluster analysis for backtesting.

Description: This article explores the possibility of using innovations from the financial markets to reduce some portion of the LTC risk and thus encourage the growth of the product.