51st Actuarial Research Conference

Sunday, July 31, 2016

CAE co-investigators, post-doctorate fellow, and graduate students were represented at the 51st Actuarial Research Conference, co-hosted by the University of Minnesota and the University of St. Thomas on July 27 - 30, 2016

  • Prof. Mary Hardy - Future of Life/Retirement Insurance Panel
  • Prof. Phelim Boyle - Beware of the Tail
  • Prof. Chengguo Weng - Confidence Interval Estimation for VaR via Empirical Likelihood
  • Dr. S. Zhuang - Insurance demand with upper limits on the first two moments of Coverage
  • H. Cui - Asymptotic Analysis of Portfolio Diversification
  • S. Zhang - Optimal Retirement Planning: Variable Payout Annuities and Epstein-Zin Preferences