AMS :: Spring Western Sectional Meeting, AMS Special Session

AMS Sectional Meeting AMS Special Session

Current as of Friday, December 14, 2018 03:30:06

Associate secretaries:

Saturday April 14, 2018, 9:30 a.m.-10:50 a.m.
Special Session on Recent Advances in Actuarial Mathematics, I
Room 101, Science Research and Teaching Center (SRTC)
Organizers:
Sooie-Hoe Loke, Central Washington University SooieHoe.Loke@cwu.edu
Enrique Thomann, Oregon State University
- 9:30 a.m.
  Data mining techniques for actuaries: an overview.
  Emiliano A Valdez*, University of Connecticut
  Banghee So, University of Connecticut
  Guojun Gan, University of Connecticut
  (1137-00-60)
- 10:00 a.m.
  Localized meshfree method for pricing financial options under regime switching jump diffusion model.
  Reza Mollapourasl*, Oregon State University
  Majid Haghi, Shahid Rajaee Teacher Training University
  Ruihua Liu, The University of Dayton
  (1137-65-183)
- 10:30 a.m.
  On central branch/reinsurance risk networks: exact results and heuristics.
  Sooie-Hoe Loke*, Central Washington University
  Florin Avram, Université de Pau
  (1137-60-204)

Saturday April 14, 2018, 3:00 p.m.-4:20 p.m.
Special Session on Recent Advances in Actuarial Mathematics, II
Room 101, Science Research and Teaching Center (SRTC)
Organizers:
Sooie-Hoe Loke, Central Washington University SooieHoe.Loke@cwu.edu
Enrique Thomann, Oregon State University
- 3:00 p.m.
  Exponential functionals of Levy processes and variable annuity guaranteed benefits.
  Runhuan Feng*, University of Illinois
  Alexey Kuznetsov, York University
  Fenghao Yang, York University
  (1137-60-96)
- 3:30 p.m.
  Optimal barrier strategies for heavy-tailed surplus and interest rates.
  Huanqun Jiang*, Oregon State University
  (1137-49-266)
- 4:00 p.m.
  Advances in Actuarial Mathematics Education.
  Mark Matthew Maxwell*, University of Texas at Austin
  (1137-97-207)