1. MARGINAL PRICING: AN EDUCATIONAL MODEL TO PRICE CORRELATED RISKS IN INSURANCE Open Access Author: Callahan, Michael G Title: MARGINAL PRICING: AN EDUCATIONAL MODEL TO PRICE CORRELATED RISKS IN INSURANCE Area of Honors: Mathematics Keywords: actuarial sciencemathematicsstochasticmonte carloinsurancefinancesimulationpricing model File: Download Callahan_Michael_MargPrice.pdf Thesis Supervisors: Nan Zhu, Thesis SupervisorDennis Keith Pearl, Thesis Honors Advisor
2. AN ANALYSIS OF LONGEVITY BASIS RISK IN THE UNITED STATES Open Access Author: Sukunda, Joseph Title: AN ANALYSIS OF LONGEVITY BASIS RISK IN THE UNITED STATES Area of Honors: Mathematics Keywords: Longevity Basis RiskLongevity RiskLongevity Risk TransferVAR ModelLee-Carter ModelPensionAnnuity File: Download Sukunda_Thesis_Final.pdf Thesis Supervisors: Nan Zhu, Thesis SupervisorLeonid N Vaserstein, Thesis Honors AdvisorAnna L Mazzucato, Faculty Reader