An Undergraduate Research Program
in Risk and Actuarial Science
Year 2: Fall 2015-Spring 2016
Investigators: Runhuan Feng, Shu Li, David Varodayan
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Individual Projects |
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Project Title |
Faculty Mentor |
Student Participants |
Files |
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1. Risk models with adaptive premium policies |
Shu Li |
Siyuan Liu |
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2. Occupation time in a renewal risk model |
Shu Li |
Yuxiang Zhang |
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3. Principle based reserves under the VM-20 |
Tim Cardinal |
Ahmad Aiman Ahmad Shahabuddin |
Project Description |
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4. Nested simulations for financial reporting |
Runhuan Feng |
Yitong Huang |
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5. Guaranteed withdrawal benefits with ratchet options |
Runhuan Feng |
Chongda Liu |
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6. Kaggle.com contests in data science |
David Varodayan |
Alice Chi |
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7. Numerical PDE methods for financial reporting |
Runhuan Feng |
Yunyi Sophia Chen |
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8. Extinction of family names |
Runhuan Feng |
Laura Mao
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9. Heavy tailed distribution and reinsurance ratemaking |
Runhuan Feng |
Povilas Golokvoscius |
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10. Comparison of software tools for analyzing big data |
David Varodayan |
Rong Rong
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11. SOA Student Case Study Challenge |
David Varodayan |
Anuskha Desai |
Project Description |
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Runhuan Feng and |
Zhen (Jane) Qin |
Report (team 2) |
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