Description: This abstract describes a paper that considers an optimal investment and risk control problem for an insurer under the mean-variance criterion.

Description: This paper provides provide mathematically-founded insights for how climate change and water access will impact Californian agriculture in the coming decades.

Description: This paper's objectives are to reduce the variation of life expectancy due to changes in the closing out method and give more homogeneous old age mortality surface for the Algerian population. The paper will also provide readers with a general methodology to extend mortality to old ages for the Algerian population starting from adult mortality data.

Description: This presentation focuses on IBNR in life settlements.

Description: This presentation provides evidence that a decline in interest rates in the negative interest rate environment produces a much more serious consequence on life insurers than that in the positive interest rate environment.

Description: This presentation compares continuous-time multi-factor affine cohort mortality models and presents estimation results for an affine multi-factor, multi-cohort mortality model.

Description: This article examines the property losses sustained by homeowners and the economic losses sustained by insurance companies and government agencies due to California wildfires.

Description: This abstract describes a paper that proposes a stochastic population structure model based on the Leslie matrix, in which a Lee-Carter model framework is used to describe the future mortality and fertility changes.

Description: This poster describes the optimal investment and benefit payment problem for a target benefit pension with default risk and model uncertainty.