Snell Actuarial Science and Risk Management Seminar Series

2024-25 Academic Year

July 19, 2024

10:30 a.m. - 12 p.m. | HLH 306

Jinggong Zhang from Nanyang Technological University (NTU)

Presentation: "Blended Insurance Scheme: A Synergistic Conventional-Index Insurance Mixture"

October 23, 2024

3:30 - 5 p.m. | HLH 215

Hua Chen from University of Hawaii at Manoa

Presentation: M&As and Internal Capital Markets: Evidence from the U.S. Property-Liability Insurers

November 1, 2024

10:30 a.m. - 12 p.m. | HLH 120

Rob Hoyt, University of Georgia

Presentation: Does Enterprise Risk Management Increase Transparency?

November 8, 2024

10:30 a.m. - 12 p.m. | HLH 219

Kenneth Zhou from Arizona State University

Presentation: Modeling Cause-Specific Pandemic Mortality Shocks: Implications to Longevity Risk Managemen

November 15, 2024

10:30 a.m. - 12 p.m. | HLH 223

Wenjun Jiang from University of Calgary

Presentation: Revisiting the design of insurance under adverse selection

March 7, 2025

10:30 a.m. - 12 p.m. | HLH 219

Tianxiang Shi from Temple University

Presentation: TBA

2023-24 Academic Year

September 15, 2023

10:30 a.m. - 12 p.m. | Via Zoom Meeting ID: 6468071462 | Passcode: 123456

Michael Tichareva, Managing Director & Principal of National Standard Finance Africa

Presentation: Opportunities for Applying Actuarial Techniques in Banking

October 6, 2023

10:30 a.m. - 12 p.m. | HLH 219 and Zoom: Meeting ID: 6468071462 | Passcode: 123456

Zhiyu Quan, University of Illinois Urbana-Champaign

Presentation: InsurTech in Action

October 20, 2023

10:30 a.m. - 12 p.m. | HLH 032 and Zoom: Meeting ID: 6468071462 | Passcode: 123456

Vytaras Brazauskas, University of Wisconsin-Milwaukee

Presentation: Smoothing and Measuring Discrete Risks on Finite and Infinite Domains

November 3, 2023

10:30 a.m. - 12 p.m. | HLH 219 and Zoom: Meeting ID: 6468071462 | Passcode: 123456

Jianxi Su, Purdue University

Presentation: Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation

November 17, 2023

10:30 a.m. - 12 p.m. | HLH 211 and Zoom: Meeting ID: 6468071462 | Passcode: 123456

Zhiwei Tong, University of Iowa

Presentation: A Framework for Assessing Climate-Risk Exposures Using Variational Autoencoders

May 3, 2024

10:30 a.m. - 12 p.m. | Location TBA

Hong Li, University of Guelph

Presentation: TBA

2022-23 Academic Year

October 14, 2022

Jay Vadiveloo, University of Connecticut

Presentation: "Applied Actuarial Research at UConn’s Goldenson Center"

December 2, 2022

Liang Hong, University of Texas at Dallas

Presentation: Valid Model-Free Prediction of Future Insurance Claims

March 10, 2023

Bin Zou, University of Connecticut

Presentation: Stackelberg (Re)Insurance Games under Model Ambiguity

March 24, 2023

Runhuan Feng, University of Illinois at Urbana-Champaign

Presentation: Tokenomics of Decentralized Insurance

April 28, 2023

Ed Furman, York University

Presentation: TBA

2020-21 Academic Year

February 26, 2021

Catherine Donnelly, Heriot-Watt University

Paper: "Pooling longevity for a better retirement income: how many people are needed?"

March 19, 2021

Haiyan Liu, Michigan State University

Paper: Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk

March 26, 2021

Hua Chen, University of Hawaiʻi at Mānoa

Paper: Medicaid Expansion and Medical Liability Costs

April 9, 2021

Shu Li, Western University

Paper: The analysis of general drawdowns and their applications

April 16, 2021

Benjamin Collier, Temple University

Paper: How do households respond to public program reforms? Evidence from the U.S. National Flood Insurance Program

April 30, 2021

Becky Lee, Hang Seng University of Hong Kong

Paper: "A cyclic approach on classical ruin model"

2019-20 Academic Year

November 1, 2019

Daniel Linders, University of Illinois at Urbana-Champaign

Paper: American-type basket option pricing: a simple two-dimensional partial differential equation

November 8, 2019

Gregory R. Niehaus, University of South Carolina

Paper: Personal Taxes, Cost of Insurer Equity Capital, and the Case of Offshore Hedge Fund Reinsurers

February 21, 2020

Fangda Liu, University of Waterloo

Paper: A Theory for Measures of Tail Risk

2018-19 Academic Year

August 31, 2018

Robert Hoyt, University of Georgia

Paper: Enterprise Risk Management and Transparency: Evidence from Insider Trading

October 26, 2018

Xunyu Zhou, Columbia University

Paper: Date Driven Markowitz

January 18, 2018

Barbara Carby, The University of The West Indies

Paper: A Preliminary Look at the Impact of Climate Change on Jamaica’s Infrastructure and Potential Risk Reduction and Adaptation Strategies

February 15, 2019

Jeffrey Pai, University of Manitoba

Paper: Pricing Temperature Derivatives with a Filtered Historical Simulation Approach

March 8, 2019

Chengguo Weng, University of Waterloo

Paper: Eigen Portfolio Selection: A Robust Approach to Sharpe Ratio Maximization

March 15, 2019

Peng Liang, Georgia State University

Slides: Statistical Inference for Mortality Model and Risk Allocation

2017-18 Academic Year

September 15, 2017

James Carson, University of Georgia

Paper: Sunk Costs and Screening: Two-Part Tariffs in Life Insurance

November 10, 2017

Peng Shi, University of Wisconsin

Paper: Pair Copula Constructions for Insurance Experience Rating

February 16, 2018

Ian Duncan, University of California Santa Barbara

Paper: Changing Healthcare: How can we Harness Predictive Analytics for Patients, Providers and Payers?

March 16, 2018

Ambrose Lo, University of Iowa

Paper: Characterizations of optimal reinsurance treaties: A cost-benefit approach
Paper: A Neyman-Pearson perspective on optimal reinsurance with constraints
Paper: Pareto-optimal reinsurance policies in the presence of individual risk constraints

April 20, 2018

Emiliano Valdez, University of Connecticut

Paper: Joint Modeling of Customer Loyalty and Risk in Personal Insurance