Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.

Description: This document provides answers to the exercises in the report titled Complexity Science – an introduction and invitation for actuaries:.

Description: This report outlines the current wellness environment, the objectives of the wellness study and provides a summary of the overall study findings. This report is supplemented by the Research Summary Report, Survey Results, and Interviews with Researchers. This document includes a summary of key findings from each of the three phases.

Description: An overview of the objectives of outbreak modeling, and an examination of the various types of models used both to forecast an uncontrolled outbreak, and to estimate the effects of interventions intended to alter the outbreak’s trajectory

Description: This report outlines a methodology for estimating mortality improvement factors based on data from insured lives. The report details challenges, methodology, results, comparisons with population data, limitations, and potential improvements.

Description: This project enhances the current understanding of cyber risks in the smart home ecosystem from the insurance industry's perspective. In particular, the quantitative framework and pricing strategies developed in this project can be immediately adopted/adapted by actuaries to price the cyber risks for smart homes, a fast-growing insurance market.

Description: This report introduces quantum computing to actuaries. In addition, this research will assess and identify areas in the insurance field where quantum computing can make a difference, accompanied with suggested algorithms.

Description: This paper introduces practitioners to the selection and calibration of stochastic interest rate models. Six continuous time interest rate models and their calibration are presented. Actual code and data examples are added to help the practitioner implement them. The emphasis is on hands-on calibration with RStudio. The reader is assumed to have a working knowledge of RStudio, including writing R scripts.

Description: This report evaluates the long-term mortality consequences of the COVID-19 pandemic from a cohort-based perspective using historical mortality data.

Description: This study explores the use of geospatial imagery and high-resolution image technology in the property and casualty (P&C) insurance industry, focusing on improving risk determination through accurate building location data. It introduces new methods like structure footprints and high-resolution elevation information to enhance underwriting, rating, and claims settlement. The study includes two case studies: one on flood risk in Hillsborough County, Florida, and another on wildfire risk in three California communities, demonstrating the significant impact of precise location and elevation data on risk assessment and insurance premiums.