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

2022-02-20 | 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

2022-02-28 | pricing, insurance, risk, underwriting

Broad buckets of risk process risk; param risk; winner’s curse; PAT; ambiguity; morale hazard; info asymmetry

2022-02-09 | R, regression, Python, Effective Python, matplotlib, statsmodels

I use R, but I love Python. However, let’s face it, basic linear regression in R is very straightforward. A few clear and intuitive lines of R code

2020-09-24 | capital allocation, risk, pricing, insurance, presentations

John Major and Stephen Mildenhall, CAS Webinar, September 24, 2020.

2020-05-13 | capital allocation, risk, pricing, insurance, presentations

John Major and Stephen Mildenhall, CAS Spring Meeting, May 13, 2020

2020-03-25 | capital allocation, risk, pricing, insurance, ERM, presentations

John Major and Stephen Mildenhall, ASTIN Special Interest Webinar, March 25, 2020

- 2022-05-11 | Reinsurance Literature Review
- 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
- 2022-02-28 | Towards the Quantitative Analysis of Quantitative Factors
- 2022-02-09 | Effective Python R Style Regression
- 2018-09-15 | Business Risk and Analytics
- 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
- 2020-10-21 | Equilibrium Risk Pools
- 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
- 2017-01-22 | Election Day Lessons for the Data Scientist
- 2017-11-13 | In Praise of VaR Part I
- 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 | Regular Expressions
- 2022-01-28 | Bounds on Consistent Prices
- 2022-01-28 | On Deck