2021.1 Actuarial Research Conference Proceedings
Distribution sponsored by
The Education and Research Section
of the Society of Actuaries
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Arnold F. Shapiro
Pennsylvania State University
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Editor's Comments | List of Participants | Program | Sponsors
Table of Contents
Actuarial Mathematics
Probability of Up-Crossing Before Ruin for a Levy Process Having Two-Sided Jumps
M. Ali (Paper)
Actuarial Profession
Professionalism: Being an Actuary - Beyond the Mathematics
W. Luckner (Presentation)
COVID-19
Overview of COVID-19: Actuarial Implications
D. Hall, M. Rudolph (Presentation)
Cyber Risk
Statistical Modeling of Data Breaches and Its Application in Cyber Insurance
Y. Lu, M. Sun (Abstract)
General Insurance
Developments in Multi-Factor and Multi-Cohort Continuous Time Mortality Modelling
M. Sherris (Presentation)
Life Insurance
Asset-Liability Management of Life Insurers in the Negative Interest Rate Environment
Y. Lin, S. Liu, K.S. Tan, X. Zhang (Presentation)
Long-Term Care
Disability and Survival Among People aged 50+: The English Longitudinal Study of Ageing
M. Qazvini (Paper)
Loss Reserving
Tort Reform and Physician Moral Hazard
J. Zhang (Presentation)
Machine Learning
Machine Learning: What Is It and What Are Its Components?
A. Shapiro (Paper)
Mortality and Longevity
Adjusting for IBNR in Life Settlements Mortality Using Cure Rate Models
H.B. Lim, N.D. Shayamalkumar (Presentation)
Forecasting Mortality With International Linkages: A Global Vector-Autoregression Approach
H. Li, Y. Shi (Abstract)
Optimization
Mean-Variance Investment and Risk Control Strategies: A New Time-Consistent Formulation
Y. Shen, B. Zou (Abstract)
Posters
Actuarial Formula Predictor
L. Somaratne (Abstract)
Robust Strategies for Target Benefit Pension Plans Under Default Risk
X. Rong, P. Wang, S. Wang, H. Zhao (Poster)
Sensitivity Analysis With Chi-Square Divergences
V. Makam, P. Millossovich, A. Tsanakas (Abstract)
Professional Actuarial Education
Enhancing the Utility of Complex Tables in Actuarial Teaching
R. Hendel (Paper)
Academic Integrity in the Time of COVID-19
D. Skrzydlo (Presentation)
Quantitative Risk Management
Monte Carlo Valuation of Future Annuity Contracts
A. Bacinello, P. Millossovich, F. Viviano (Abstract)