Description: This abstract describes a paper that describes various Bayesian methods for fitting regime-switching models and compares their benefits and disadvantages.

Description: This abstract describes a paper that presents an actuarial model which determines benefits to be paid in phased retirement and in full retirement. From Actuarial Research Clearing House, 2011.

Description: This abstract describes a paper that obtains a closed-form expression for ruin quantity.

Description: This abstract describes a paper that studies actuarial applications of the linear hazard transform in actuarial science.

Description: This abstract describes a paper that uses a multivariate Ornstein-Uhlenbeck process to model the returns on different investment instruments.

Description: This abstract describes a paper that proposes a quantitative framework which jointly considers the endowment spending policy and the asset allocation decision a-la Markowitz.

Description: This abstract describes a paper that reverses the sequence of the Euler (or gradient) allocation technique by calculating the marginal costs of risk exposures for a profit maximizing financial institution with risk averse counterparties, and then identifying a closed-form solution for the risk measure whose gradient delivers the correct marginal costs.

Description: This abstract describes a paper that shows that by modeling the time series of mortality rate changes rather than mortality rate levels, human mortality can be better modeled.

Description: This abstract describes a presentation that shares thoughts on being or becoming a Center of Actuarial Excellence school.

Description: This abstract describes a paper that investigates how to best choose a model from a flexible set of regime-switching models where the individual regimes are not constrained to be from the same distributional family.