Advanced Search
Enter the criteria below to perform an advanced search. Entering more criteria narrows your search; entering less criteria broadens your search. To browse SOA content, visit Browse by Topic or Publication Browse.
21
-
30
of
69
results (0.17 seconds)
Sort By:
-
Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation
Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation This abstract describes a paper that considers an optimal investment and risk control problem for an ...- Authors: Yang Shen , Bin Zou
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
-
Sensitivity Analysis with Chi-square divergences
Sensitivity Analysis with Chi-square divergences This abstract describes a paper that introduces an approach to sensitivity analysis for quantitative risk models such as those used in solvency ...- Authors: Pietro Millossovich, Vaishno Makam , Andreas Tsanakas
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Comparative Analysis of Recent Implementations of Gradient Boosting for Decision Trees in Insurance Applications Presentation
Comparative Analysis of Recent Implementations of Gradient Boosting for Decision Trees in Insurance Applications Presentation 10/31/2024 05:00:00 ...- Date: Oct 2024
- Publication Name: Actuarial Research Clearing House
-
Application of Deep Reinforcement Learning in Asset Liability Management Abstract
Application of Deep Reinforcement Learning in Asset Liability Management Abstract 10/31/2024 05:00:00 ...- Date: Oct 2024
- Publication Name: Actuarial Research Clearing House
-
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments
Robust and Efficient Fitting of Severity Models and the Method of Winsorized Moments 03/13/2019 05:00:00 ...- Authors: Vytaras Brazauskas
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Evaluation of the Ruin Probability in Ordered Risk Models
Evaluation of the Ruin Probability in Ordered Risk Models 03/13/2019 05:00:00 ...- Authors: Michael Brown
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Analysis of Climate Change and Water Access on the Production of Leading Agricultural Commodities in California
Analysis of Climate Change and Water Access on the Production of Leading Agricultural Commodities in California This paper provides provide mathematically-founded insights for how climate change ...- Authors: Gustav Hansen , Emily Jiang , Jason Yan
- Date: May 2020
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession
-
Don’t Divert Your Attention: An Analysis of the Effects of Ambulance Diversions in San Francisco on Patient Transportation Time and Mortality Rate
Don’t Divert Your Attention: An Analysis of the Effects of Ambulance Diversions in San Francisco on Patient Transportation Time and Mortality Rate 05/07/2021 05:00:00 ...- Date: May 2021
- Publication Name: Actuarial Research Clearing House
-
Discrimination-Free Pricing with Bayesian Variational Inference
Discrimination-Free Pricing with Bayesian Variational Inference 02/19/2024 06:00:00 ...- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House
-
Robust Risk-Minimizing Hedging Strategies
Robust Risk-Minimizing Hedging Strategies 02/19/2024 06:00:00 ...- Authors: PATRICE GAILLARDETZ
- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House