CAE 2016-17

An Undergraduate Research Program
in Risk and Actuarial Science

Year 3: Fall 2016-Spring 2017
Investigators: Runhuan Feng, Shu Li, David Varodayan and Ying Wang
 

Individual Projects

Project Title

Faculty Mentor

Student Participants

Files

0. Actuarial students’ guide to information-based machine learning

Runhuan Feng

Guangzhong Tao
Pranav Bhardwaj
Tyler Steele

 

Project Description
Report

1. Actuarial students’ guide to probability-based machine learning Runhuan Feng

Wenjing Zhao
Longhao Jin
Olafur Olafsson

Project Description
Report

2. Actuarial students’ guide to error-based machine learning

Runhuan Feng

Siva Karthik Boddapati
Wanli Zhang
Zhengrui Fu
Qinxue Liu

 

Project Description
Report

3. Mortality risk modeling with applications

Shu Li

Yijing Chen
Fatihah Ahmad Fauzi
Jeffrey Chen

Project Description
Report

4. Computer simulation in the discrete-time risk models

Shu Li

Xiaoxi Wu
Siqi Chen
Joshua Otto Pasila

Project Description
Report

5. Modeling Home Prices

David Varodayan

Jolie Thuong Ha
Sisi Zheng
Jue Zhang

Project Description
Report / Dataset

 

6. Guide to Data Science for Actuarial Science Students

David Varodayan

Yiwei Huang
Zhaochen Gao

Project Description
Report 1
Report 2
Dataset

7. Reinsurance Framework -- Regulations, Products and Strategies

Ying Wang

Xiao Jin
Titan Bambang Wibowo
Yuxin Wei
Kemei Zhuo
Qiyu Shen
Chanjae Park

 

Project Description
Report

8. Risk Measures and Robustness

Ying Wang

Jinkai Xu
Nur Amalina Abdul Razak
Charlies W. Robinson
Peng Jin
Jinze Liu

Project Description
Report

9. Review on Capital Allocation Principles

Ying Wang

Haoen Cui
Ziran Gao
Yeon Ju Kim
Yunan Shi
Nicholas Strobl
Joseph Pollastrini

 

Project Description
Report

10. Optimization of digital business

Nick Baier
Shu Li

Bainian Hao
Mengxuan Lang
Junyi Tang
Chun Zhai

Project Description
Poster

11. Modeling Traffic Fatalities

David Varodayan

Jing Kai Goh
Zaiyan Xu
Bansi Padalia
Tong Shen

 

Project Description
Report / Data set