The Actuarial Research Seminar at Illinois State University meets on Fridays, 4:00 p.m. in Stevenson Hall room 310. Everyone is welcome to attend. Anyone interested in making a presentation or receiving information should send an e-mail to: actuary@IllinoisState.edu. Announcements of upcoming seminars are posted at this web site.
Below is the current Spring 2012 schedule:
| Date |
Speaker |
Seminar subject |
| April 20, 2012 | Kyle Klein | Value at Risk and Conditional Tail Expectation. |
| March 30, 2012 | Carlos McReynolds | |
| Friday, February 24, 2012 | Maochao Xu | Presentation on excess wealth transfrom. |
| Friday, February 10, 2012 | Benjamin Leifheit | Optimal capital allocation principles. |
Below is the Fall 2011 schedule:
| Date |
Speaker |
Seminar subject |
| Friday, December 2, 2011 | Fuxia Cheng | Research presentation. |
| Friday, November 11, 2011 | Carlos McReynolds | Presentation on dynamic optimal pricing of insurance. |
| Friday, November 4, 2011 | KerFuey Chang | Presentation of the paper "The Devil is in the Tails: Actuarial mathematics and the subprime mortgage crisis," written by Catherine Donnelly and Paul Embrechts. |
| Friday, October 28, 2011 | Jeffrey Hanschmann | Presentation about new design of universal variable life insurance policy. |
| Friday, October 14, 2011 | Maochao Xu | Presentation "Modeling high-dimensional dependence with directed acyclic graphs." |
| Friday, September 16, 2011 | Krzysztof Ostaszewski | Presentation on Dodd-Frank Act. |
| Friday, September 9, 2011 | Krzysztof Ostaszewski | Organizational meeting. |
Below is the current Spring 2011 schedule:
| Date |
Speaker |
Seminar subject |
| Friday, April 1, 2011 | Fuxia Cheng | 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. |
| Friday, March 25, 2011 | Maochao Xu | Presentation of new research on capital allocation. |
| Friday, February 25, 2011 | Jeffrey Hanschmann | Presentation of the paper "Tail Conditional Expectations for Elliptical Distributions," written by Zinoviy M. Landsman and Emiliano A. Valdez. |
| Friday, February 11, 2011 | Khoi Luu | Presentation of the paper "Modelling and Measuring Business Risk" written by Klaus Boecker. |
| Friday, January 28, 2011 | Krzysztof Ostaszewski | Organizational meeting. |
Below is the Fall 2010 schedule:
| Date |
Speaker |
Seminar subject |
| Friday, November 19, 2010 | Maochao Xu | 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. |
| Friday, November 5, 2010 | Jeffrey Hanschmann | Presentation of a paper by Sebnem Kalemli-Ozcan and David N. Weil entitled "Mortality change, the uncertainty effect, and retirement", published in 2010 in Journal of Economic Growth. |
| Friday, October 29, 2010 | Maochao Xu | Presentation on current statistical research on shortfall models. Related papers are available here, and here. |
| Friday, October 8, 2010 | Wei Hao | Presentation on asset-liability models used in practice. |
| Friday, September 17, 2010 | Wei Hao | Organizational meeting. |
| Date |
Speaker |
Seminar subject |
| Friday, April 23, 2010 | Vivian Tan | Presentation on A Course on Finance of Insurance, by Massimo De Felice and Franco Moriconi. |
| Friday, March 26, 2010 | Vivian Tan | Presentation on A Course on Finance of Insurance, by Massimo De Felice and Franco Moriconi. |
| Friday, February 12, 2010 | Vivian Tan | Presentation on A Course on Finance of Insurance, by Massimo De Felice and Franco Moriconi. |
| Friday, January 29, 2010 | Vladimir Kustov | Presentation on actuarial models for secondary market for life insurance. |
Below is the Fall 2009 schedule:
| Date |
Speaker |
Seminar subject |
| Friday, December 11, 2009 | Jeungbo Shim | Presentation of "Measuring Economic Capital: Value at Risk, Expected Tail Loss and Copula Approach," article by Jeungbo Shim, Seung-Hwan Lee, and Richard MacMinn. |
| Friday, October 30, 2009 | Wei Hao | Life Economic Capital Calculation with an ERM flavor. |
| Friday, September 18, 2009 | Tzuling Lin | Presentation of Consumption, Population, and the Cross-Section of Stock Returns article by Tzuling Lin, Richard MacMinn, and Larry Tzeng. |
| Friday, September 4, 2009 | Vladimir Kustov | Presentation on Allocation of Capital in the Insurance Industry article by J. David Cummins. |
| Friday, August 21, 2009 | Krzysztof Ostaszewski | Organizational meeting, short presentation on capital management for an insurance enterprise. |