Recent writing posts

In Praise of VaR Part II

2018-01-16 | VaR, risk, writing, rearrangement

“Can he have everything louder than everything else?” Ian Gillan, Deep Purple, Made In Japan

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Election Day Lessons for the Data Scientist

2017-01-22 | writing, actuarial science, modeling, risk

Earlier this month… Kim Hypothetical, FCAS, is a pricing actuary in the Large Accounts department at Hypothetical Insurance (no relation). It is just before lunch. Kim wonders “Is

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Programming Your Career

2019-01-07 | writing, programming, career, actuary

I love to program, and I am convinced programming has been beneficial to my career. Other actuaries proudly proclaim their reluctance or inability to program, and a recent Wall

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In Praise of VaR Part I

2017-11-13 | value at risk, risk, risk measure, writing

VaR can misbehave, Hiding dragons in the tail. Many views reveal.

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The Power Variance Family of Distributions

2022-01-28 | presentations, writing, statistics, probability

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Popular Press Articles

2022-01-28 | writing, popular

Bailey and Simon Minimum Bias Reexamined, Part 2, CAS Actuarial Review (2021) Bailey and Simon Minimum Bias Reexamined, Part 1, CAS Actuarial Review (2020)

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