Spring 2024
Date: Friday, April 5, 2024 – 10:00 — 11:00 a.m.
Speaker: Dr. Jiehuan Sun from the University of Illinois Chicago.
Seminar subject: Some Statistical Methods for Analyzing Longitudinal Electronic Health Records Data.
Spring 2019
Date: Friday, May 10, 2019 – 3:00 — 4:00 p.m. in STV 310
Speaker: Xing Wang
Seminar subject: Extreme and Inference for Tail Gini Functionals with
Applications in Tail Analysis of Systemic Risk.
Fall 2018
Date: Friday, August 31, 2018 – 3:00 — 4:00 p.m. in STV 310
Speaker: Pei Geng
Seminar subject: Statistical analysis in Berkson measurement errors.
Date: Friday, October 5, 2018 – 3:00 — 4:00 p.m. in STV 310
Speaker: Xing Wang
Seminar subject: Extreme Preference and Distortion Risk Measures on Tail Regions with Nonparametric Inference Method.
Date: Friday, October 19, 2018 – 3:00 — 4:00 p.m. in STV 310
Speaker: Tice Sirmans
Seminar subject: Earnings Management through Real Activities Manipulation: Evidence from Health Insurers.
Spring 2017:
Date: Friday, February 10, 2017 – 3:00 — 4:00 p.m. in STV 310
Speaker: Krzysztof Ostaszewski
Seminar subject: Organizational meeting.
Date: Friday, February, 24, 2017, 3:00 — 4:00 p.m. in STV 310
Speaker: Peng Chen
Seminar subject: Assessment of Multivariate Cybersecurity Risks.
Spring 2016:
Date: Thursday, April 14, 2016 – 3:10 — 4:10 p.m. in STV 401
Speaker: Christopher Audino
Seminar subject: Discussion of the seminal 1955 paper of Kenneth Arrow on health insurance.
Fall 2015:
Date: Friday, October 16, 2015 – 2:00 — 3:00 p.m.
Speaker: Dr. Wei Wei, Department of Mathematics at the University of Wisconsin–Milwaukee
Seminar subject: Ordering Gini indexes of multivariate elliptical risks.
Spring 2015:
Date: January 15, 2015
Speaker: Dr. Nan Zhu
Seminar subject: Organizational meeting.
Date: February 12, 2015
Speaker: Dr. Nan Zhu
Seminar subject: Lapse and reentry of variable annuities.
Date: February 26, 2015
Speaker: Mr. Abootaleb Shirvani
Seminar subject: Cyber insurance.
Date: March 5, 2015
Speaker: Mr. Adolph N. Okine
Seminar subject: Models and measures for correlation in cyber insurance.
Date: April 2, 2015
Speaker: Dr. Ranee Thiagarajah
Seminar subject: Actuarial framework for index based crop insurance.
Date: April 16, 2015
Speaker: Mr. Qi Cai
Seminar subject: Optimal insurance contract.
Date: April 21, 2015, Stevenson Hall room 131, 10:00 a.m. — 11:00 a.m.
Speaker: Ms. Yan Jin
Seminar subject: Earthquake time series analysis. Presentation of a submission to the Statistical Project Competition.
Date: April 23, 2015
Speaker: Mr. Didier Masweka
Seminar subject: Catastrophe bonds: Determinants of the spread.
Date: April 30, 2015, Stevenson Hall room 212, 10:00 a.m. — 11:00 a.m.
Speaker: Mr. Collin Philipps
Seminar subject: Whether to intervene: the Allee Effect in global terrorism data. Presentation of a submission to the Statistical Project Competition.
Date: May 7, 2015, Stevenson Hall room 101, 4:00 p.m. — 5:00 p.m.
Speaker: Ms. Li Shen, EM Lyon, France, Ph.D. candidate
Seminar subject: Optimal asset-liability management of insurers of variable annuities with guarantees.
Fall 2014:
Date: September 9, 2014
Speaker: Dr. Nan Zhu
Seminar subject: Organizational meeting.
Date: Wednesday, September 24, 2014, 6:30 p.m. (note the unusual date and time), in State Farm Hall of Business room 357, see also other events.
Speaker: Dr. Tia Sawnhey
Seminar subject: Working with data from the actuarial perspective.
Date: October 7, 2014
Speaker: Dr. Nan Zhu
Seminar subject: Hedging longevity risk in the life settlement market.
Date: Monday, October 13, 2014, 1:30 p.m. (note the unusual date and time), in Stevenson Hall room 310
Speaker: Mr. Brock Harrell
Seminar subject: Internship experience at Humana.
Date: Monday, October 20, 2014, 2:00 p.m. (note the unusual date and time), in Stevenson Hall room 121
Speaker: Dr. Lei Hua from Northern Illinois University
Seminar subject: Tail negative dependence and its applications for aggregate loss modeling. (see also here).
Date: November 11, 2014
Speaker: Mr. Matt Certa
Seminar subject: Working with actuarial data.
Date: November 18, 2014 at 12:30 p.m. in STV 352 (note the unusual time and place)
Speaker: Mr. Adolph Okine
Seminar subject: Pricing crop insurance using Black-Scholes framework.
Date: Friday, November 21, 2014 (note the unusual date), 10:30 a.m. in Stevenson Hall room 232
Speaker: Dr. Runhuan Feng from University of Illinois at Urbana-Champaign
Seminar subject: Quantitative Risk Management of Variable Annuities Guaranteed Benefits: Opportunities and Challenges.
Date: December 9, 2014, at 11 a.m. (note the unusual time) in Stevenson Hall room 401
Speaker: Ms. Elizabeth Luft
Seminar subject: “Modeling rear-end car crash fatalities“
Fall 2013:
Date: February 4, 2014
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Organizational meeting.
Date: March 4, 2014
Speaker: Mr. Charles Johnson
Seminar subject: Social Security reform proposals.
Date: March 18, 2014
Speaker: Dr. Nan Zhu
Seminar subject: Informational asymmetry.
Date: March 25, 2014
Speaker: Christian Adufutse
Seminar subject: Variable annuity guarantees.
Date: April 7, 2014 6 p.m., in Catepillar Auditorium in the State Farm Hall of Business
Speaker: Professor Isaac Baidoo
Seminar subject: Building Actuarial Capacity in Ghana.
Date: April 11, 2014 1 p.m., Stevenson Hall room 346
Speaker: Professor Chunming Zhang of the University of Wisconsin at Madison
Seminar subject: Estimation of the error auto-correlation matrix in semi-parametric model for brain fMRI data.
Date: April 11, 2014 2 p.m., Stevenson Hall room 346
Speaker: Professor Zhengjun Zhang of the University of Wisconsin at Madison
Seminar subject: A generalized beta copula with applications in modeling multivariate long-tailed data.
Date: April 15, 2014
Speaker: Mr. Trent Goughnour
Seminar subject: Time series forecasting using a hybrid ARIMAand neural network model.
Date: April 22, 2014
Speaker: Mr. Wasem Yaji
Seminar subject: Longevity risk and mechanisms to mitigate it.
Date: April 29, 2014
Speaker: Mr. Ronald Otoo
Fall 2013:
Date: September 6, 2013
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Dr. Krzysztof Ostaszewski
Date: September 13, 2013
Speaker: Mr. Akwasi Sarpong
Seminar subject: Modeling the effects of fertility rate changes on pay-as-you-go pension system.
Date: October 4, 2013
Speaker: Ms. Xiaoying Zhou
Seminar subject: Pension system in China.
Date: October 25, 2013
Speaker: Ms. Phyllis Dere
Seminar subject: Pension system in Ghana.
Date: November 1, 2013
Speaker: Mr. Akwasi Sarpong
Seminar subject: Modeling the effects of fertility rate changes on pay-as-you-go pension system.
Date: November 8, 2013: This seminar held at a different time 12:00-12:50 in STV 322A
Speaker: Dr. Michael Tsiappoutas
Seminar subject: Data mining methodologies.
Date: November 15, 2013
Speaker: Ms. Mollie Sloyan
Seminar subject: Health insurance and the demand for medical care evidence from a randomized experiment.
Date: November 22, 2013
Speaker: Mr. Jordan Smith
Seminar subject: Class ratemaking for workers compensation: New developments in loss developments.
Date: December 2 , 2013, Monday, this seminar held at a different time and date, 11:00 a.m. — noon, in STV 229
Speaker: Mr. Tyler Guzzino
Seminar subject: The value of health insurance: the access motive.
Spring 2013:
Date: April 5, 2013
Speaker: Dr. Maochao Xu
Seminar subject: Research presentation.
Date: March 22, 2013
Speaker: Mr. Trevor Grant
Seminar subject: Extreme value analysis.
Date: March 8, 2013
Speaker: Dr. Xiaofeng Shao from the University of Illinois at Urbana-Champaign
Seminar subject: Self-normalization.
Date: March 1, 2013
Speaker: Dr. Qihe Tang from the University of Iowa
Seminar subject: A Probabilistic Analysis of Chapter 7 and Chapter 11 of the U.S. Bankruptcy Code.
Date: February 15, 2013
Speaker: Dr. Nan Zhu
Seminar subject: Estimation of returns in secondary life insurance market.
Date: January 25, 2013
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Organizational meeting.
Spring 2012:
Date: April 20, 2012
Speaker: Mr. Kyle Klein
Seminar subject: Value at Risk and Conditional Tail Expectation.
Date: March 30, 2012
Speaker: Ms. Carlos McReynolds
Seminar subject: Presentation on accounting manipulation by property-casualty companies.
Date: Friday, February 24, 2012
Speaker: Dr. Maochao Xu
Seminar subject: Presentation on excess wealth transform.
Date: Friday, February 10, 2012
Speaker: Mr. Benjamin Leifheit
Seminar subject: Optimal capital allocation principles.
Fall 2011:
Date: Friday, December 2, 2011
Speaker: Dr. Fuxia Cheng
Seminar subject: Research presentation.
Date: Friday, November 11, 2011
Speaker: Mr. Carlos McReynolds
Seminar subject: Presentation on dynamic optimal pricing of insurance.
Date: Friday, November 4, 2011
Speaker: Ms. KerFuey Chang
Seminar subject: Presentation of the paper “The Devil is in the Tails: Actuarial mathematics and the subprime mortgage crisis,” written by Catherine Donnelly and Paul Embrechts.
Date: Friday, October 28, 2011
Speaker: Mr. Jeffrey Hanschmann
Seminar subject: Presentation about new design of universal variable life insurance policy.
Date: Friday, October 14, 2011
Speaker: Dr. Maochao Xu
Seminar subject: Presentation “Modeling high-dimensional dependence with directed acyclic graphs.“
Date: Friday, September 16, 2011
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Presentation on Dodd-Frank Act.
Date: Friday, September 9, 2011
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Organizational meeting.
Spring 2011:
Date: Friday, April 1, 2011
Speaker: Dr. Fuxia Cheng
Seminar subject: Presentation on the paper “Nonparametric estimation of conditional VaR and expected shortfall,” by Zongwu Cai and Xian Wanga, Journal of Econometrics 147 (2008), pp. 120-130.
Date: Friday, March 25, 2011
Speaker: Dr. Maochao Xu
Seminar subject: Presentation of new research on capital allocation.
Date: Friday, February 25, 2011
Speaker: Mr. Jeffrey Hanschmann
Seminar subject: Presentation of the paper “Tail Conditional Expectations for Elliptical Distributions,” written by Zinoviy M. Landsman and Emiliano A. Valdez.
Date: Friday, February 11, 2011
Speaker: Mr. Khoi Luu
Seminar subject: Presentation of the paper “Modelling and Measuring Business Risk” written by Klaus Boecker.
Date: Friday, January 28, 2011
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Organizational meeting.
Fall 2010:
Date: Friday, November 19, 2010
Speaker: Dr. Maochao Xu
Seminar subject: Presentation of a paper by Michel Denuit and Esther Frostig entitled “Heterogeneity and the need for capital in the individual model”, published in 2006 in Scandinavian Actuarial Journal.
Date: Friday, November 5, 2010
Speaker: Mr. Jeffrey Hanschmann
Seminar subject: Presentation of a paper by Sebnem Kalemli-Ozcan and David N. Weil entitled “Mortality change, the uncertainty effect, and retirement”, published in 2010 inJournal of Economic Growth.
Date: Friday, October 29, 2010
Speaker: Dr. Maochao Xu
Seminar subject: Presentation on current statistical research on shortfall models.
Date: Friday, October 8, 2010
Speaker: Dr. Wei Hao
Seminar subject: Presentation on asset-liability models used in practice.
Date: Friday, September 17, 2010
Speaker: Dr. Wei Hao
Seminar subject: Organizational meeting.
Spring 2010:
Date: Friday, April 23, 2010
Speaker: Ms. Vivian Tan
Seminar subject: Presentation on A Course on Finance of Insurance, by Massimo De Felice and Franco Moriconi.
Date: Friday, March 26, 2010
Speaker: Ms. Vivian Tan
Seminar subject: Presentation on A Course on Finance of Insurance, by Massimo De Felice and Franco Moriconi.
Date: Friday, February 12, 2010
Speaker: Ms. Vivian Tan
Seminar subject: Presentation on A Course on Finance of Insurance, by Massimo De Felice and Franco Moriconi.
Date: Friday, January 29, 2010
Speaker: Mr. Vladimir Kustov
Seminar subject: Presentation on actuarial models for secondary market for life insurance.
Fall 2009:
Date: Friday, December 11, 2009
Speaker: Dr. Jeungbo Shim
Seminar subject: Presentation of “Measuring Economic Capital: Value at Risk, Expected Tail Loss and Copula Approach,” article by Jeungbo Shim, Seung-Hwan Lee, and Richard MacMinn.
Date: Friday, October 30, 2009
Speaker: Dr. Wei Hao
Seminar subject: Life Economic Capital Calculation with an ERM flavor.
Date: Friday, September 18, 2009
Speaker: Dr. Tzuling Lin
Seminar subject: Presentation of Consumption, Population, and the Cross-Section of Stock Returns article by Tzuling Lin, Richard MacMinn, and Larry Tzeng.
Date: Friday, September 4, 2009
Speaker: Mr. Vladimir Kustov
Seminar subject: Presentation on Allocation of Capital in the Insurance Industry article by J. David Cummins.
Date: Friday, August 21, 2009
Speaker: Dr. Krzysztof Ostaszewski
Seminar subject: Organizational meeting, short presentation on capital management for an insurance enterprise.