Breakout Sessions

Tuesday, July 15 morning afternoon previous next

Flying A

State Street


Breakout Sessions 8:20 - 9:55

A3 - Healthcare Modeling I
Chaired by Yair Babad

B3 - Finance Applications I
Chaired by Tomoyuki Ichiba

C3 - Risk Modeling I
Chaired by Patrick Brockett

Shujuan Huang
Model Selection and Averaging of Health Costs in Episode Treatment Groups

Jonathan Ziveyi
Valuing Variable Annuity Guarantees on Multiple Assets

Hélène Cossette
Finite Mixed Erlang Distribution: Moment-Based Approximation And Loss Modeling With Actuarial Applications

Harry Frech
Anatomy of a Slow-Motion Health Insurance Death Spiral

Yi-Tai Chiu
Systemic Risk with Jump Diffusion Processes

Christian Walter
Regulatory risk: is there a danger in reducing the volatility?

Andrew Sykes
The relative value of health habits and how best to create them. Two research models: A Dose Value model and a Four Powers model for creating health habits

Xiao Wang
Valuing Guaranteed Minimum Death Benefits in Variable Annuities with Knock-Out Options

Jiandong Ren
On the use of long term risk measures

Zeinab Amin
Bayesian Modeling of Health Insurance Losses

Zhenhao Zhou
Valuing Equity-linked Death Benefits

Krzysztof Ostaszewski
Optimal Capital Allocation: Mean-Variance Models

Coffee Break 10:00 - 10:20

Breakout Sessions 10:20 -11:55

A4 - Healthcare Modeling II
Chaired by Ian Duncan

B4 - Finance Applications II
Chaired by Phelim Boyle

C4 - Actuarial Statistics II
Chaired by Ron Gebhardtsbauer

Margie Rosenberg
Comparison of Imputation Techniques for Missing Data when the Reason for Missingness May be Informative: An Application to Childhood Obesity using the Medical Expenditures Panel Survey

Yuchen Mei
Introduction to Housing Finance and Mortgage Insurance

Vytaras Brazauskas
CATL Methods and Robust Credibility: A Study Using Hachemeister's Data

Michael Ludkovski
Predictive Modeling of Healthcare Claims

Jack Chang
Fed's Ultra-Low Interest Rate Policy and the new Norm in the Catastrophe Space: Implications for Optimum Mix with Catastrophe Reinsurance and Bonds

Paul Ferrara
Advancements in Common Shock Modeling

Yan Yang
Using Population Census and Actuarial Analytics to Price for Individual Products

Natalia Humphreys
Nonparametric Model of Capital Appreciation of Portfolio

Nathan Lally
Predictive Modeling in Long-term Care Insurance

Maria Govorun
Physiological Age, Health costs and their Interrelation

Xuemiao Hao
Pricing Credit Default Swaps with Random Recovery Rates