Events

Monday, December 15, 2014 — 4:00 PM EST

Mixtures of coalesced generalized hyperbolic distributions

Thursday, December 11, 2014 — 4:00 PM EST

Stochastic control in optimal insurance and investment

Motivated by the financial crisis of 2007-2009 and the increasing demand for portfolio and risk management, we study optimal insurance and investment problems with regime switching in this thesis.

Thursday, December 4, 2014 — 4:00 PM EST

Functional time series analysis

Functional Data Analysis (FDA) is concerned with observations that are viewed as functions defined over some set. For example, the pollution level in a city on a given day can be thought of as a function defined on the time of day.

Thursday, November 27, 2014 — 4:00 PM EST

Strategies for considering multiple objectives for design and analysis in response surface methodology

Thursday, November 20, 2014 — 4:00 PM EST

Minimum functional Bregman divergence estimation: efficiency, robustness, and model misspecification

Thursday, November 13, 2014 — 4:00 PM EST

Data integration on correlated platforms

Thursday, November 6, 2014 — 4:00 PM EST

Case-specific random forests

Thursday, October 30, 2014 — 4:00 PM EDT

A mixed-effects model for nonignorable missing longitudinal data

Thursday, October 23, 2014 — 4:00 PM EDT

Estimating variance components in functional linear models

Thursday, October 16, 2014 — 4:00 PM EDT

Reducing model risk via positive and negative dependence assumptions

Wednesday, October 15, 2014 — 3:30 PM EDT

Causal hazard ratio estimation using instrumental variables or principal strata

Thursday, October 9, 2014 — 4:00 PM EDT

Steven Frensch, Manulife Bank
Mark Morreale, SAS Institute Inc.

Thursday, October 2, 2014 — 4:00 PM EDT

Scalable Bayesian model selection methods

Wednesday, October 1, 2014 — 4:00 PM EDT
"Disruptive technologies and other trends" lecture poster.

The Actuarial Science Distinguished Practitioner Series presents:

Disruptive technologies and other trends: How will they impact the business of insurance and the actuarial profession?

Cindy Forbes (BMath 1979), Executive Vice President and Chief Actuary of Manulife Financial

Thursday, September 25, 2014 — 2:30 PM EDT
"The real options approach to valuation: challenges and opportunities" lecture poster.

The real options approach to valuation: challenges and opportunities

Thursday, September 18, 2014 — 4:00 PM EDT

Portfolio selection by minimizing the present value of capital injection costs

Wednesday, July 30, 2014 — 4:00 PM EDT

Multi period risk measure and solvency of life insurance contracts with stochastic mortality

Thursday, July 10, 2014 — 4:00 PM EDT

Model uncertainty and scenario aggregation

Wednesday, July 9, 2014 — 4:00 PM EDT

Approaches for parametric time-to-event analysis with informative entry times: application to Hepatitis C Virus (HCV) study of time to cirrhosis from infection

Monday, June 23, 2014 — 8:30 AM to 4:45 PM EDT

Does population age structure affect asset values? Can it be deflationary?

Professor Előd Takáts
Senior Economist, Bank of International Settlements
"Aging: Asset Prices and Beyond"

Thursday, June 19, 2014 — 4:00 PM EDT

Notions of multivariate dependence with applications in optimal portfolio selections

Thursday, June 12, 2014 — 4:00 PM EDT

Omega risk model with surplus-dependent tax

Thursday, June 12, 2014 — 11:45 AM to 1:30 PM EDT

Professor Axel Bӧrsch-Supan, PhD, Max Planck Institute for Social Law and Social Policy, Munich

Thursday, June 5, 2014 — 4:00 PM EDT

Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions

Thursday, May 22, 2014 — 4:00 PM EDT

A hybrid of lasso and t-regularization for penalized regression in genomic selection

Pages

S M T W T F S
29
30
31
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
1
  1. 2018 (5)
    1. May (1)
    2. January (4)
  2. 2017 (55)
    1. December (3)
    2. November (11)
    3. October (5)
    4. September (7)
    5. August (1)
    6. July (1)
    7. June (2)
    8. May (4)
    9. April (2)
    10. March (3)
    11. February (4)
    12. January (12)
  3. 2016 (44)
    1. December (2)
    2. November (4)
    3. October (4)
    4. September (5)
    5. August (2)
    6. June (5)
    7. May (3)
    8. April (1)
    9. March (5)
    10. February (3)
    11. January (10)
  4. 2015 (38)
  5. 2014 (44)
    1. December (3)
    2. November (4)
    3. October (7)
    4. September (2)
    5. July (3)
    6. June (5)
    7. May (5)
    8. April (1)
    9. March (3)
    10. February (2)
    11. January (9)
  6. 2013 (46)
  7. 2012 (44)