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.

You can search entries in three ways:

- Search matching tags, e.g., searching risk returns all posts tagged risk.
- Search several matching tags, e.g., "risk and presentations".
- Search post text by prefixing ! e.g., !capital allocation returns all posts containing "capital allocation".

The search accepts regular expressions.

Click on Convex Considerations | in the menubar to see posts by post date, tag, title, and modified date.

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

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

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

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

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

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

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:

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

There are no universally true statements about 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.

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.

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

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

- 2022-05-11 | Reinsurance Literature Review
- 2022-04-05 | Effective Python Projects
- 2017-05-17 | Learning Objectives
- 2022-03-11 | ZFC Axioms
- 2019-05-20 | AI and Insurance
- 2022-02-20 | Effective Python Dates
- 2022-02-10 | Effective Python Files
- 2022-02-20 | Risk and Return
- 2022-03-01 | CEOs Talk About Risk
- 2022-03-07 | Non Bayesian Risk
- 2022-03-01 | Academic Descriptions of Risk
- 2022-02-25 | The Cost of Goods Sold
- 2022-02-04 | Creating TeX Format Files
- 2022-02-28 | Towards the Quantitative Analysis of Quantitative Factors
- 2022-02-09 | Effective Python R Style Regression
- 2022-02-08 | Hash Magic Encryption and Digital Signatures
- 2022-01-20 | Effective Python Outline
- 2022-02-15 | Effective Python Zip Enumerate and Iter
- 2022-02-15 | Effective Python Strings and Unicode
- 2022-02-15 | Effective Python Introspection With Pandas
- 2022-02-02 | Cartograms
- 2022-02-02 | Code Snippets
- 2022-01-31 | Building the Blog
- 2022-01-20 | About Me
- 2018-09-15 | Business Risk and Analytics
- 2017-11-15 | The Insurance Stack in a Disrupted World
- 2020-10-20 | Minimum Bias and Exponential Family Distributions
- 2020-10-20 | Probability Models for Insurance Losses
- 2020-09-24 | Charging for Diversifiable Risk and Proud to Do It
- 2020-05-13 | How to Allocate Capital if You Really Must
- 2020-03-25 | Spectral Risk Measures and Applications in Insurance ERM
- 2021-11-15 | A Modern Approach to Pricing for Risk
- 2020-12-31 | Presentations From 2020
- 2020-10-21 | Equilibrium Risk Pools
- 2022-01-20 | Markdown
- 2022-01-20 | Modes of Convergence
- 2020-10-20 | The Tweedie Power Variance Function Family
- 2020-10-20 | Exponential Family Distributions
- 2020-10-20 | Bailey Simon Minimum Bias Reexamined
- 2021-11-30 | When Is Premium Riskier Than Loss Slides
- 2022-02-01 | Wordle the Best Start
- 2018-01-16 | In Praise of VaR Part II
- 2019-04-15 | Life Insurance Backdating
- 2018-09-15 | Frequency Distributions
- 2018-07-19 | Summary of Insurance Priority Laws and Statutes
- 2017-01-22 | Election Day Lessons for the Data Scientist
- 2019-01-07 | Programming Your Career
- 2017-11-13 | In Praise of VaR Part I
- 2022-01-28 | Creating the Blog
- 2022-01-28 | Active Research
- 2022-01-28 | Published Papers and Working Papers
- 2022-01-28 | Pricing Insurance Risk Book
- 2022-01-28 | Pricing Insurance Risk Course
- 2022-01-28 | Python Environments
- 2022-01-28 | Regular Expressions
- 2022-01-28 | Teaching
- 2022-01-28 | The Aggregate Package
- 2022-01-28 | The Power Variance Family of Distributions
- 2022-01-28 | When Is Premium Riskier Than Loss
- 2022-01-28 | Woodworking
- 2022-01-28 | AI and Insurance
- 2022-01-28 | Blockchain and Insurance
- 2022-01-28 | Bounds on Consistent Prices
- 2022-01-28 | Bowls
- 2022-01-28 | Code Snippets
- 2022-01-28 | Convex Risk LLC
- 2022-01-28 | FinTech and InsurTech
- 2022-01-28 | On Deck
- 2022-01-28 | Popular Press Articles
- 2022-01-28 | Presentations From 1998 to 2015
- 2022-01-28 | Presentations From 2016
- 2022-01-28 | Presentations From 2017
- 2022-01-28 | Presentations From 2018
- 2022-01-28 | Presentations From 2019
- 2022-01-28 | Presentations From 2021