Description: This article discussed modeling the P&C reinsurance market using an Agent Based Model to provide insights into the market. The characteristics of this marketplace provide credibility to this type of modeling. Specifically, the P&C reinsurance market has few major players, very little product differentiation, and low barriers to entry. In addition established competitors are volume-constrained due to prior business and capacity decisions made based on estimated product costs and prices.

Description: Introduces readers to the R language used for statistics and modeling of data.

Description: A Summary of the UVS Project by Dave Sandberg from The Financial Reporter, March 2001, Issue No. 45.

Description: Given the limits of classical actuarial modeling and forecasting techniques, this newsletter contains articles discussing several ways to supplement your toolset.

Description: This article discusses facts and issues related to the selection of a stock’s price distribution.

Description: Summary of the modeling-related sessions from some of the major 2018 Society of Actuaries (SOA) meetings: Life & Annuity Symposium, Health Meeting and the Valuation Actuary Symposium.

Description: Discusses the growing and evolving field of pricing and valuing stock option plans, and makes the case that actuaries are the professionals best qualified to serve clients in the field.

Description: This article discusses Jed Frees’ book in progress, “Regression Modeling with Actuarial and Financial Applications” which offers a synthesized introduction to regression and time series.

Description: This article gives a brief overview of ways to extend clustering analysis beyond basic methods such a k-means

Description: A brief introduction to a new SOA research on liability-driven investment benchmark model.