Events

Thursday, November 24, 2016 — 4:00 PM EST

An Extreme Value Approach to the Pricing and
Basis Risk Characterization of ILS

Insurance-Linked Securities (ILS) as a channel to transfer catastrophe risks to the capital market have been widely used by insurers to enhance their risk bearing capacity. They have developed from covering one single area/peril to multiple, and in the meantime, while traditional ILS are typically linked to natural catastrophe risks only, recent innovations have introduced ILS that are also linked to broader financial risks.

Thursday, November 17, 2016 — 4:00 PM EST

Application of frailty model to evaluate intervention effectiveness against infectious disease transmission when implemented with heterogeneity

Thursday, November 10, 2016 — 4:00 PM EST

Collaborative targeted learning using regression shrinkage

Thursday, November 3, 2016 — 4:00 PM EDT

The Marginal Cost of Risk, Capital Allocation, and RAROC in a Multi-Period Model

S M T W T F S
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
1
2
3
  1. 2017 (50)
    1. December (1)
    2. November (8)
    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)
  2. 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)
  3. 2015 (38)
  4. 2014 (44)
  5. 2013 (46)
  6. 2012 (44)