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Author:

Callahan, Michael G

Title:

MARGINAL PRICING: AN EDUCATIONAL MODEL TO PRICE CORRELATED RISKS IN INSURANCE

Area of Honors:

Mathematics

Keywords:

actuarial science
mathematics
stochastic
monte carlo
insurance
finance
simulation
pricing model

File:

Download Callahan_Michael_MargPrice.pdf

Thesis Supervisors:

Nan Zhu, Thesis Supervisor
Dennis Keith Pearl, Thesis Honors Advisor

Author:

Sukunda, Joseph

Title:

AN ANALYSIS OF LONGEVITY BASIS RISK IN THE UNITED STATES

Area of Honors:

Mathematics

Keywords:

Longevity Basis Risk
Longevity Risk
Longevity Risk Transfer
VAR Model
Lee-Carter Model
Pension
Annuity

File:

Download Sukunda_Thesis_Final.pdf

Thesis Supervisors:

Nan Zhu, Thesis Supervisor
Leonid N Vaserstein, Thesis Honors Advisor
Anna L Mazzucato, Faculty Reader

Author:

Frederick, Ethan S

Title:

COMPARING THE EFFECTIVENESS AND BENEFITS OF EMPLOYER SPONSORED RETIREMENT PLANS IN THE UNITED STATES

Area of Honors:

Risk Management

Keywords:

Actuarial Science
Retirement
Pensions
401(k)

File:

Download Frederick_Ethan_Comparingtheeffectivenessandbenefits.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Nan Zhu, Faculty Reader

Author:

California, Margot

Title:

The Elimination of Gender as a Rating Factor in Insurance Pricing

Area of Honors:

Actuarial Science

Keywords:

insurance
insurance pricing
gender discrimination
actuarial science
automobile insurance
life insurance
insurance policy
California's Gender Non-Discrimination in Automobile Insurance
Gender Directive
EU Gender Directive
Adverse Selection
Law of Large Numbers
Asymmetric Information

File:

Download The_Elimination_of_Gender_as_a_Rating_Factor_in_Insurance_Pricing.pdf

Thesis Supervisors:

Nan Zhu, Thesis Supervisor
Steven Lee Putterman, Thesis Honors Advisor