Recent research posts

Active Research

2022-01-28 | research

A life insurance inspired model of cats bond pricing. What we can learn from insurer’s participation decisions in the California Earthquake Authority. Long term evolution of the

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Published Papers and Working Papers

2022-01-28 | research, working papers

Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market, joint with John Major (2020) Actuarial Geometry, risks (2017) A

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On Deck

2022-01-28 | TODO, projects, research

Cartograms LP solver method of placement; cartogrammetry PWT into Cartograms Gridded data Census data Carto TODO list What is a prepared geometry? How useful? Spring apart method on small

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Bounds on Consistent Prices

2022-01-28 | research, insurance, pricing

This paper introduces an straightforward algorithm to determine a range of prices consistent with complete information about the risk but only partial information about the pricing risk

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