Description: This abstract describes a paper that implements maximum entropy principle in pricing weather derivatives.

Description: This abstract describes a paper that examines the risk and return of fixed index annuity (FIA) with an enhanced model framework.

Description: The abstract for the paper Multivariate Operational Risk: Dependence Modelling with Lévy Copulas

Description: This abstract describes a paper that studies the optimal reinsurance problem when risk is measured by a general risk measure. It is demonstrated that there is a “stable optimal retention” that will show no sensitivity, insofar as it will solve the optimal reinsurance problem for many risk measures, thus providing a very robust reinsurance plan.

Description: This paper presents recent trends in obesity prevalence in significant population segments, including overall effects by age, gender and certain racial and ethnic groups, and discusses the ways in which obesity can influence mortality in each of these segments. It provides a synthesis of reported mortality experience relating to these behaviors by risk factors and diseases that will affect any mortality projection.

Description: A listing of abstracts from a variety of actuarial research.

Description: This abstract describes a paper that implements a lifetime utility model including both GMDB options and term life insurance and allowing the policyholder to optimize both consumption and fund allocation decisions.

Description: This abstract describes a paper in which several issues surrounding the 2011 paper “Copula Regression”, Variance volume 5-issue1, by Rahul A. Parsa and Stuart A. Klugman, are discussed.

Description: This abstract describes a presentation that compares the fee obtained to the one deducted throughout the contract.