ARC 2012 Conference

The Actuarial Research Conference (ARC) 

From August 1-4, 2012, the Warren Centre hosted the 47th annual Actuarial Research Conference (ARC). It was attended by some 100 academic actuaries and graduate students from around the world, along with local actuarial students and industry representatives. Sevenety-one papers were presented that dealt with a wide variety of topics.

 

List of Presentations for Viewing

Ethics and Professionalism in Actuarial Practice by Charlie Pazdor

The Canadian Institute of Actuaries' University Accreditation Program by Rob Stapleford

Complexity Science - what it is and why you want to know about it by Dave Snell

Estimating the required surplus, benchmark profit, and optimal reinsurance retention for an insurance enterprise using the compound Poisson distribution by Joseph Boor
&  slides of Presentation

The Marginal Cost of Risk, Risk Measures, and Capital Allocation by Daniel Bauer and George Zanjani

Optimal Asset Allocation for Endowment Management by Rina Ashkenazi, Sandra Paterlini and Francesco Pattarin

VaR and ruin probabilities for the Geometric Brownian motion with jump model by YuZhao and Jiandong Ren  

 

 

 

  Analysis of a bivariate risk model by Jingyan Chen and Jiandong Ren

Factors Affecting the Use of Futures Hedging by Commondity Producing Firms: A Multifactor Risk Management Approach by Charles Grant

Small Smaple Stochastic Tail Modeling: Tackling Sampling Errors and Sampling Bias by Pivot-Distanace Sampling and Parametric  Curve Fitting Techniques by Yvonne C. Chueh  and Paul H. Johnson

Predictive Modeling in Healthcare Costs using Regression Techniques by Michael V. Loginov, Emily Marlow and Victoria Potruch

An Introduction to Casual Analysis on Observational Data using Propensity Scores by Margie Rosenberg, Brian Hartman and Shannon Lane

Capital asset pricing model with fuzzy returns and hypothesis testing by Moussa Alfred Mbairadjim, J. Sadefo Kamdem, Arnold F. Shapiro and M. Terraza

Revisiting the Risk-Neutral Approach to Optimal Policyholder Behavior: A Study of Withdrawl Guarantees in Variable Annuities by Thorsten Moenig and Daniel Bauer

Risk analysis of annuity conversion options in a stochastic mortality environment by Alexander Kling, Jochen Russ and Katja Schilling

Society of Actuaries Education Update by Stuart Klugman

Technology Enhanced Learning Project for Actuarial Science Education by Douglas J. Bujakowski

The Society of Actuaries" New Research Strastegy by Sara Teppama

Assessing systematic bias in mortality prediction of the Lee-Carter model by Defang Wu, Xiaoming Liu and Yu Hao

Dynamic Population Structure with Stochastic Mortality and Fertility Rates by Yu Lin and Xiaoming Liu

Mortality Improvement for Canadian Pensioners: Proposed Projection Scales by Louis Adam

The Impact of Investment Strategy of DC pension Plan on Retirement Age Distribution by Minxian Lv, Xiaoming Liu and Yu Hao

A Multivariate Analysis of Intercompany Loss Triangles by Peng Shi

Approximate Copula Regression by Paul G. Ferrara and Rahul A. Parsa

Forward transition rates in a multi-state model by Marcus C. Christiansen and Andreas J. Niemeyer

Paid Claims Projection and Cash Flow Testing Models. Illustrative Approach by Natalia A. Humphreys & Slide Presentation

Incurred but Unreported Dealths in Life Settlements by Donald F. Behan

Combinatorics for Moments of a Randomly Stopped Quadratic Variation Process by James G. Bridgeman

Positive Weights on the Efficient Frontier by Phelim Boyle

A renewal model for medical malpractice by Ghislain Leveille and Emmanuel Hamel

An Experience Rating Approach to Insurer Projected Loss Ratios by Marc-Andre Desrosiers

Analysis of Disability Insurance Portfolios with Stochastic Interest Rates by Yu Xia

Genetic Algorithms - what they are and how to apply them to actuarial problems by Dave Snell

Being or becoming a Society of Actuaries Center of Actuarial Excellence: Challenges and Opportunities by Sam Broverman, Ron Gebhardtsbauer, Warren Luckner and Kris Presler

Pricing of Debt and Loan Guarantees using Stochastic Delay Differential Equations by Elizabeth Kemajou