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Convex Considerations is a blog about risk, insurance, pricing, programming, data, analytics, mathematics, and related topics. Older posts are dated when the content was created, not when the post was created.

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Recent posts

Reinsurance Literature Review

2022-05-11 | risk, reinsurance, optimization

Catastrophe reinsurance provides insurance companies protection against excessive losses caused by catastrophes such as hurricanes, earthquakes, severe convective storms, flood, and winter freeze. Such protection is desired both to

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Effective Python Projects

2022-04-05 | Effective Python, Python, pandas, data

The best way to learn Python is to use it to solve a real-life problem you face. I’m often asked to suggest example projects that are good for

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Learning Objectives

2017-05-17 | education, learning objectives

Contents Writing Learning Objectives Examples of Learning Objectives and Learning Outcomes Advantages of Creating Learning Objectives Testing Questions by Bloom’s Level Example: CAS and SOA Learning

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ZFC Axioms

2022-03-11 | set theory

Main Act 3 Extension \(\forall x\ \forall y\ \forall z\ (z \in x \leftrightarrow z \in y)\rightarrow x=y\) Foundation \(\forall x[\exists y(y\in x)\rightarrow \exists y(y\in x \wedge

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AI and Insurance

2019-05-20 | presentations, AI, insurance

New AI techniques help computers solve problems that people find easy but that computers have historically found difficult, such as image or voice

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Effective Python Dates

2022-02-20 | Effective Python, Python, dates

Problems arise when computers interact with the real world. You step out of a controlled environment into one with user inputs, paper jams, invalid filenames, and dates. Dates are on the

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Effective Python Files

2022-02-10 | Effective Python, Python, path

If you write a program of any length, then you have to manipulate files and filenames. Common tasks include:

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Risk and Return

2022-02-20 | insurance, risk, return, principal agent problem, non, additive probability

There are no universally true statements about risk.

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CEOs Talk About Risk

2022-03-01 | risk, insurance

Evan Greeberg, Chubb Q4-2021 In my judgment, the calendar year or published combined ratio is the primary measure of underwriting performance that investors and management should focus on, because natural

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Non Bayesian Risk

2022-03-07 | pricing, insurance, risk, underwriting

Distortion risk measures When can a risk preference be represented by a certain functional form? EU, SEU, CEU, Savage etc.

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Academic Descriptions of Risk

2022-03-01 | risk, prudence, temperance

Eeckhoudt and Schlesinger (2006) Eeckhoudt and Schlesinger (2006) Equal probability lotteries \([a, b]\) describe outcomes \(a\) and \(b\), which can be fixed or random.

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The Cost of Goods Sold

2022-02-25 | presentations, insurance, risk, pricing

John Major and Stephen Mildenhall, CARe Meeting, June 9, 2021

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Recent posts

  1. 2022-05-11 | Reinsurance Literature Review
  2. 2022-04-05 | Effective Python Projects
  3. 2017-05-17 | Learning Objectives
  4. 2022-03-11 | ZFC Axioms
  5. 2019-05-20 | AI and Insurance
  6. 2022-02-20 | Effective Python Dates
  7. 2022-02-10 | Effective Python Files
  8. 2022-02-20 | Risk and Return
  9. 2022-03-01 | CEOs Talk About Risk
  10. 2022-03-07 | Non Bayesian Risk
  11. 2022-03-01 | Academic Descriptions of Risk
  12. 2022-02-25 | The Cost of Goods Sold
  13. 2022-02-04 | Creating TeX Format Files
  14. 2022-02-28 | Towards the Quantitative Analysis of Quantitative Factors
  15. 2022-02-09 | Effective Python R Style Regression
  16. 2022-02-08 | Hash Magic Encryption and Digital Signatures
  17. 2022-01-20 | Effective Python Outline
  18. 2022-02-15 | Effective Python Zip Enumerate and Iter
  19. 2022-02-15 | Effective Python Strings and Unicode
  20. 2022-02-15 | Effective Python Introspection With Pandas
  21. 2022-02-02 | Cartograms
  22. 2022-02-02 | Code Snippets
  23. 2022-01-31 | Building the Blog
  24. 2022-01-20 | About Me
  25. 2018-09-15 | Business Risk and Analytics
  26. 2017-11-15 | The Insurance Stack in a Disrupted World
  27. 2020-10-20 | Minimum Bias and Exponential Family Distributions
  28. 2020-10-20 | Probability Models for Insurance Losses
  29. 2020-09-24 | Charging for Diversifiable Risk and Proud to Do It
  30. 2020-05-13 | How to Allocate Capital if You Really Must
  31. 2020-03-25 | Spectral Risk Measures and Applications in Insurance ERM
  32. 2021-11-15 | A Modern Approach to Pricing for Risk
  33. 2020-12-31 | Presentations From 2020
  34. 2020-10-21 | Equilibrium Risk Pools
  35. 2022-01-20 | Markdown
  36. 2022-01-20 | Modes of Convergence
  37. 2020-10-20 | The Tweedie Power Variance Function Family
  38. 2020-10-20 | Exponential Family Distributions
  39. 2020-10-20 | Bailey Simon Minimum Bias Reexamined
  40. 2021-11-30 | When Is Premium Riskier Than Loss Slides
  41. 2022-02-01 | Wordle the Best Start
  42. 2018-01-16 | In Praise of VaR Part II
  43. 2019-04-15 | Life Insurance Backdating
  44. 2018-09-15 | Frequency Distributions
  45. 2018-07-19 | Summary of Insurance Priority Laws and Statutes
  46. 2017-01-22 | Election Day Lessons for the Data Scientist
  47. 2019-01-07 | Programming Your Career
  48. 2017-11-13 | In Praise of VaR Part I
  49. 2022-01-28 | Creating the Blog
  50. 2022-01-28 | Active Research
  51. 2022-01-28 | Published Papers and Working Papers
  52. 2022-01-28 | Pricing Insurance Risk Book
  53. 2022-01-28 | Pricing Insurance Risk Course
  54. 2022-01-28 | Python Environments
  55. 2022-01-28 | Regular Expressions
  56. 2022-01-28 | Teaching
  57. 2022-01-28 | The Aggregate Package
  58. 2022-01-28 | The Power Variance Family of Distributions
  59. 2022-01-28 | When Is Premium Riskier Than Loss
  60. 2022-01-28 | Woodworking
  61. 2022-01-28 | AI and Insurance
  62. 2022-01-28 | Blockchain and Insurance
  63. 2022-01-28 | Bounds on Consistent Prices
  64. 2022-01-28 | Bowls
  65. 2022-01-28 | Code Snippets
  66. 2022-01-28 | Convex Risk LLC
  67. 2022-01-28 | FinTech and InsurTech
  68. 2022-01-28 | On Deck
  69. 2022-01-28 | Popular Press Articles
  70. 2022-01-28 | Presentations From 1998 to 2015
  71. 2022-01-28 | Presentations From 2016
  72. 2022-01-28 | Presentations From 2017
  73. 2022-01-28 | Presentations From 2018
  74. 2022-01-28 | Presentations From 2019
  75. 2022-01-28 | Presentations From 2021