Current Series

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Fri Sep 25

MCFAM Seminar

7:30pm - https://umn.zoom.us/j/99433158383?pwd=T3h6LzlTWC
Actuarial Implications of COVID-19
Max Rudolph,  Rudolph Financial  

COVID-19 has had a material impact on all practice areas of the actuarial profession, ranging widely include traditional areas like health and mortality claims, assets and economic activity, but also risk management and strategic planning. This session assumes you know many of the basic statistics and provides observations about how analysis of the virus is evolving.Bio: MAX J. RUDOLPH, FSA CFA CERA MAAAMax Rudolph is a credentialed actuary, active in the Asset-Liability Management and Enterprise Risk Management space for many years. He was named a thought leader in ERM within the actuarial profession, chaired the ERM Symposium, the SOA Investment Section Council and the SOA’s Investment Actuary Symposium. He is a past SOA board member and received a Presidential Award for his role developing the CERA credential. He was the subject matter expert for the original Investment and ERM modules, wrote the ERM courseware document and has been involved with the actuarial profession’s climate change and pandemic efforts. He is a frequent speaker at actuarial seminars and universities, and an award-winning author.For the past 14 years Max has led Rudolph Financial Consulting, LLC, an independent consulting practice, focusing its insurance practice on ERM and ALM consulting. He has completed projects relating to life, health, annuity, and casualty insurers. He is an adjunct professor for Creighton University’s Heider School of Business, where he focuses on ERM and investment topics.Max has completed a number of well received research reports covering topics such as emerging risks, low growth, low interest rates, investments, systemic risk and ERM. Other topics he has written about include pandemics, ALM and value investing. Many of his papers can be found at www.rudolph-financial.com. He comments on a variety of risk topics from @maxrudolph on twitter.

Fri Oct 02

MCFAM Seminar

7:30pm - Zoom : https://umn.zoom.us/j/99433158383?pwd=T3h
Efficient Risk-sensitivity Estimation for Equity-Linked Insurance Benefits
Liban Mohammed, University of Wisconsin -Madison

For an organization with billions of dollars in assets, precise risk management is necessary to safeguard those assets. However, when the risks these assets are exposed to depend on the future performance of equities in complex ways, directly estimating them in real-time to the necessary precision can be prohibitively expensive. This talk discusses some approaches to resolving this tension via metamodeling techniques.Bio: Liban Mohamed is a final-year PhD student in the UW-Madison Department of Mathematics. His research focuses on the scattering theory of solutions to the Schrodinger equation on discrete spaces. The content of this talk is the result of a project hosted by the 2020 IMA Math-to-Industry Boot Camp with industry partners at Securian Financial.Zoom Link: https://umn.zoom.us/j/99433158383?pwd=T3h6LzlTWCt4YW93Kzk3Rmg2bXQrZz09     

Fri Oct 16

MCFAM Seminar

7:30pm - Join Zoom Meeting ID: 99433158383 Password: 7XT
Multi-Step Forecast of Implied Volatility Surface using Deep Learning
Zhiguang (Gerald) Wang, South Dakota State University
Fri Oct 23

MCFAM Seminar

7:30pm - Join Zoom Meeting ID: 99433158383 Password: 7XT
MCFAM Seminar
Shae Armstrong, Optum
Fri Oct 30

MCFAM Seminar

7:30pm - Join Zoom Meeting ID: 99433158383 Password: 7XT0
MCFAM Seminar
John Dodson, Options Clearing Corporation
Fri Nov 06

MCFAM Seminar

7:30pm - Zoom ID: 99433158383 - password: 7XT021
A Cluster Analysis Application Using only Social Determinant Variables to Predict Profiles of US Adults having the Highest Health Expenditures
Margie Rosenburg, University of Wisconsin - Madison

Attached

Bio: Margie Rosenberg, PhD, FSA is the Assurant Health Professor of Actuarial Science Professor at the University of Wisconsin-Madison. Margie’s research interests are in the application of statistical methods to health care, and applying her actuarial expertise to cost and policy issues in health care. Her recent research involves linking social determinants to outcomes such as (i) assessing the impact of delayed attention to oral health issues on emergency department visits and (ii) assessing the impact of unhealthy behaviors on perceived health status and predicting individuals with persistent high expenditures. Prior to her starting on her academic career, Margie worked as a life actuary for Allstate Life Insurance Company in Northbrook, IL.

Fri Nov 13

MCFAM Seminar

9:00pm - Join Zoom Meeting ID: 99433158383 Password: 7XT
MCFAM Seminar
Justin Sirigano, University of Illinois at Urbana-Champaign
Fri Nov 20

MCFAM Seminar

7:30pm - Join Zoom Meeting ID: 99433158383 Password: 7XT
MCFAM Seminar
David Matteson, Cornell