ARCH Table of Contents 2018.1
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Table of Contents
Actuarial Applications
What about Park Factors? – Park Factors and their Impact on Minor League Baseball
K. Page, A. Rhodes
View Abstract
Actuarial Education
A Bivariate Extension of the Beta-Generated Distribution Derived from Copulas
R. Samanthi, J. Sepanski
View Abstract
Designing Exams to Test Higher Levels of Learning
D. Skrzydlo
View Presentation
Asset Allocation
Investment and Reinsurance Options with Dynamic Financial Analysis
B. Karagül, S. Gençgönül
View Abstract
Climate Risk
A Virtual Climate Library of Surface Temperature over North America for 1979–2015
V. Brazauskas, S. Kravtsov, P. Roebber
View Abstract
Health Insurance
Combining both Financial and Clinic Data into Decision Making under Health Care Reform
Y. Yang
View Abstract
Hedging Variable Annuities
A Tale of Two Risk Management Strategies: Risk Measure Based Reserving and Net Liability Hedging of Variable Annuity Guaranteed Benefits
B. Yi, R. Feng
View Abstract
Weighted Fund Style Analysis of Variable Annuity
G. Fan, Y. Liu, R. Xu, T. Green, K. Nilsson, E. Edens
View Paper
Insurance
A Goal Programming Model for Non-life Insurance Sector’s Technical Analysis
B. Karagül
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A Two-Decrement Model for the Valuation and Risk Measurement of a Guaranteed Annuity Option
Y. Zhao, R. Mamon, H. Gao
View Presentation
Experience Studies: The Linear Force Distribution
J. McGarry
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Model Uncertainty and Selection in Operational Risk Modeling
D. Yu, V. Brazauskas
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Modeling
A Comparison: Some Approximations for the Aggregate Claims Distribution
R. Thiagarajah
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An Overview of Probabilistic Fuzzy Systems – Some Preliminary Observations
A. Shapiro, D. Wang
View Paper
General Insurance Claims Modelling with Factor Collapsing and Bayesian Model Averaging
S. Hu, A. O’Hagan, B. Murphy
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Pensions
Optimal Investment Strategies and Intergenerational Risk Sharing for Target Benefit Pension Plans
B. Sanders, S. Wang, Y. Lu
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Quantifying Inter-generational Equity under Different Target Benefit Plan Designs
L. Yi
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Retirement
Gilded Pastures
J. Tang, J. Milovanovic, M. Hassett
View Paper
Risk
An Exploration of Systemic Risk in Random Financial Networks
D. Turner
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Variable Annuities
Pricing Bounds and Bang-bang Analysis of the Polaris Variable Annuities
Z. Shen, C. Weng
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Where Less Is More: Reducing Variable Annuity Fees to Benefit Policyholder and Insurer
T. Moenig, C. Bernard
View Abstract