2017 Actuarial Research Conference

CAE researchers and students disseminated their works at the 2017 Actuarial Research Conference, Atlanta, USA.

• Phelim Boyle presented “short positions and negative correlations”
• Chengguo Weng presented “Regression tree credibility model”
• PhD student Jingong Zhang delivered “Optimal Longevity Hedge with Basis Risk”
• PhD student Zhiyi Shen presented “Pricing Bonds and Bang-bang Analysis of the Polaris Variable Annuities”. Zhiyi’s presentation received “Honorable Mention”