A Flying A
B State Street
C Harbor
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
