Individual Projects

Project Title

Faculty Mentor

Student Participants

Files

1. Risk models with adaptive premium policies

Shu Li

Siyuan Liu
Chaohan Shang
Sicong Fang

Project Description
Report

2. Occupation time in a renewal risk model

Shu Li

Yuxiang Zhang
Yuyan Ma
He Jiang

Project Description
Report

3. Principle based reserves under the VM-20

Tim Cardinal
(consultant)

Ahmad Aiman Ahmad Shahabuddin
Jiang He
Yufei Hou

Project Description
Report
Presentation

4. Nested simulations for financial reporting

Runhuan Feng

Yitong Huang
Qianyu Cheng
Tianyi Xing
Zhan Zhang

Project Description
Poster

5. Guaranteed withdrawal benefits with ratchet options

Runhuan Feng

Chongda Liu
Michelle Weber
Michelle Bijosono
Zelin Li
Xiongfei Ding
Renjie Li
Yaoxin Liu
Xiaochen Jing

Project Description

Research Paper 1

6. Kaggle.com contests in data science

David Varodayan

Alice Chi
Jimmy Huang
Rong Rong
Xi Liu
Yuhe Zhu

Project Description

Report

7. Numerical PDE methods for financial reporting

Runhuan Feng

Yunyi Sophia Chen
Zhaochen Gao
Yiwei Huang

Project Description

Research Paper

8. Extinction of family names

Runhuan Feng

Laura Mao
Tianzi Wang
Eva Zhang
Jamie Xu

Project Description
Case Study
Presentation

9. Heavy tailed distribution and reinsurance ratemaking

Runhuan Feng

Povilas Golokvoscius
Siqi Chen
Yuan Yuan
Sisi Zheng
Madeleine Leong
Azri Rosni
Tyler Steele
Yunsi Wang
Yiwen Yin

Project Description
Case Study
Report 1
Report 2
Report 3

10. Comparison of software tools for analyzing big data

David Varodayan

Rong Rong
Rewa Sood
Yuhe Zhu

Project Description

Report

11. SOA Student Case Study Challenge

David Varodayan

Anuskha Desai
Jimmy Huang
Xi Liu
Zhixi Wang

Project Description
Report (team 1)

Runhuan Feng and
Shu Li

Zhen (Jane) Qin
Zhekai Pan
Xinye Li

Report (team 2)