Research Seminar

Leading experts in the fields of actuarial science, finance and risk management are invited to present their current research.  

Upcoming Seminars

 

Petar Jevtic

When: September 14, 2018, 3-4pm.

Where: Altgeld Hall 245.

Title: A Structural Model of Cyber Risk Aggregate Loss Distribution of Medium Size Enterprises.

About the speaker: 

Petar Jevtic is assistant professor in the school of Mathematical and Statistical Sciences of Arizona State University. He develops and uses tools from actuarial science and mathematical finance to effectively assess and manage risks in insurance and finance. Jevtic's research involves, in particular, modeling human mortality in a dynamic context, at the cohort level, the population level, and the multi-population level. Based on those advanced stochastic models, Jevtic develops new tools for mitigation of systemic mortality risk, both by natural hedging and by creating and pricing derivative products to transfer mortality risk to capital markets. He works on the topics of health and property and casualty insurance, using predictive analytics tools and spatial modeling.

 

 

Gertjan Verdickt

When: September 21, 2018, 3-4pm.

Where: Altgeld Hall 345.

Title: Implications of Time-Varying War Risk.

About the speaker: 

Gertjan Verdickt is a PhD Student at the University of Antwerp since January 2016. He was a visiting student at Stanford GSB and Mendoza College of Business in 2018. His research is focused on the predictability of returns and dividend growth rates, combined with financial history. Prior to his current position, Gertjan held several research positions at KBC Securities, KBC Asset Management, and Candriam Investor Group. Jan Annaert and Marc Deloof serve as the supervisors of his research project.

 

Emiliano Valdez

When: October 26, 2018, 3-4pm.

Where: Altgeld Hall 245.

Title: Ratemaking application of Bayesian LASSO with conjugate hyperprior

About the speaker: 

Emiliano (Emil) A. Valdez, Ph.D., FSA, is a Professor of Actuarial Science in the Department of Mathematics at the University of Connecticut, USA. He is a Fellow of the Society of Actuaries, holds a Ph.D. from the University of Wisconsin in Madison, and is also the interim director of the graduate programs in actuarial science at Connecticut. His academic experience includes several years of teaching and conducting research in actuarial science in three different continents: North America, Australia and Asia. His previous academic posts include working for the Nanyang Business School in Singapore and for the University of New South Wales in Sydney, Australia. From 2013 to 2015, he was the Director of the actuarial science program at Michigan State University. He has been awarded the Edward A. Lew Award, the Halmstad Memorial Prize, and recently in 2010, the Charles A. Hachemeister Prize, in recognition for his significant contributions to the actuarial literature. His current research interest includes copula models and dependencies, managing post-retirement assets, and risk measures and capital requirements related to enterprise risk management. In addition, he has several years of industry experience working as an actuary for Connecticut Mutual in Hartford and held summer actuarial positions at Price Waterhouse.

 

Lina Xu

When: December 7, 2018, 3-4pm.

Where: Altgeld Hall 345.

Title: TBD

About the speaker: 

Lina Xu is Academic Director of Columbia University’s M.S. in Actuarial Science program. A Fellow of the Society of Actuaries (SOA) with a Ph.D. in Applied Mathematics and Computational Science, she has taught mathematics, statistics, actuarial science, and actuarial exam seminars for over 20 years. Xu has extensive insurance industry experience in valuation, pricing, modeling, and enterprise risk management, and has been practicing in reinsurance, insurance, and consulting for over 16 years. She is actively involved with the SOA and served as council member of its international section for the 2010-2013 term. She was a project director for Actuaries Without Borders, a special interest section of the International Actuarial Association that helps provide temporary actuarial services in areas of the world that lack such resources. Xu’s industry affiliations extend to many other actuarial associations, including the Chinese Association of Actuaries, the Institute of Actuaries of Japan, the Institute of Actuaries of Korea, and the Actuarial Society of Hong Kong.

Jianxi Su

When: TBD

Where: TBD

Title: TBD

About the speaker:

Jianxi Su is an assistant professor at the Department of Statistics at Purdue University. He is also one of the Associate Directors of the Actuarial Science Program at Purdue. Prior to joining Purdue in 2016, he completed a PhD at York University under the supervision of Edward Furman (2012-2015). Upon graduation, he held a Post-doctoral position at the Schulich School of Business for six months in 2016. He obtained the Associate of the Canadian Institute of Actuaries (ACIA) in 2015 and the Fellow of the Society of Actuaries (FSA) in 2017. His research expertise is in dependence modelling, risk management, and pricing. During his PhD candidature, he also worked as a research associate at the Model Validation and ORSA Implementation team of Sun Life Financial (Toronto office).

Past Seminars