Description: This abstract is for a paper that discusses an approach which will address typical concerns involved with existing scenario reduction techniques while also looking at the ongoing issues associated with any scenario selection method.

Description: This abstract is for a paper that takes actual claim data and develops some of the relationship using regression and non-parametric methods.

Description: This abstract is for a paper on an insurance company using diffusion approximation to find the optimal dynamic reinsurance retention together with the optimal dynamic investment strategy, to maximize the expected exponential utility at a fixed terminal time or to minimize the ruin probability.

Description: This is the abstract for the presentation on option pricing with stochastic volatility: applying Parseval's theorem.

Description: This is the abstract for the paper on beta-gamma algebra, discounted cash-flows and Barnes' Lemmas.

Description: This is the abstract for the presentation on optimal allocation between fixed and variable subaccounts in variable annuities.

Description: This is the abstract for the presentation on modeling joint lifetimes.

Description: This is the abstract for the presentation on an empirical-based approach to optimal reinsurance.

Description: This abstract describes a paper that studies the relation between the two basic random events associated with human mortality: birth and death.

Description: This abstract describes a paper that develops a method to estimate the two parameters of the discrete stable distribution.