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Author:

Kober, Jesse Richard

Title:

The Trouble with Swaps: An Investigation of Municipal Interest Rate Swap Use in Pennsylvania

Area of Honors:

Risk Management

Keywords:

actuarial science
risk management
interest rate swap

File:

Download Kober_Jesse_thetroublewithswaps.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Lisa Lipowski Posey, Faculty Reader

Author:

Korostin, Stan A

Title:

Variance Reduction Techniques for Monte Carlo Valuation of Financial Derivatives

Area of Honors:

Risk Management

Keywords:

Monte Carlo
Variance
Control Variate
Antithetic
Stratified
Quasi-Monte Carlo
Asian
Actuarial
Derivative
Financial

File:

Download Stan_Korostin__SHC_Thesis.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Lisa Lipowski Posey, Faculty Reader

Author:

London, Marc

Title:

Maximizing Returns: How to Manage a Risky Portfolio into Retirement

Area of Honors:

Risk Management

Keywords:

retirement
investment
investing
glide path
risk management
actuarial

File:

Download Marc_London_-_Thesis.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Zhongyi Yuan, Faculty Reader

Author:

Jaffer, Zahra

Title:

Will the PPACA Drug Provision Cause Pharmaceutical Companies to Divest in Low-return Therapies?

Area of Honors:

Risk Management

Keywords:

ACA
PPACA
Pharmaceutical
Pfizer
Merck
Johnson and Johnson
drug
brand-name
generic
pipeline
therapy
R&D

File:

Download Jaffer_Zahra_Will_the_PPACA_Drug_Provision_Cause_Pharmaceutical_Companies_to_Divest_in_Low-Return_Therapies.pdf

Thesis Supervisors:

Mark Richard Gruskin, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Todd Matthew Retzlaff, Faculty Reader

Author:

Desjardins, Brigh Noelle

Title:

A Global Comparison of Catastrophe Insurance

Area of Honors:

Risk Management

Keywords:

insurance
actuarial
catastrophe

File:

Download Brigh_Desjardins_A_Global_Comparison_of_Catastrophe_Insurance.pdf

Thesis Supervisors:

Richard Lee London, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Lisa Lipowski Posey, Faculty Reader

Author:

Kantner, Samuel Wilkens

Title:

Comparative Analysis of Nations' Health Care Funding Systems

Area of Honors:

Risk Management

Keywords:

actuarial science
health insurance
health care
health reform
PPACA
social insurance

File:

Download Kantner_Samuel_ComparativeAnalysisOfNationsHealthCareFundingSystems.pdf

Thesis Supervisors:

Richard Lee London, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor

Author:

Gong, Elizabeth K

Title:

IMPACT OF AUTONOMOUS VEHICLES ON AUTOMOBILE INSURANCE

Area of Honors:

Risk Management

Keywords:

autonomous vehicles
insurance
automobile
self-driving cars

File:

Download Liz_Gong_Thesis_Final.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Lisa Lipowski Posey, Thesis Honors Advisor

Author:

Tang, Yuxin

Title:

STUDENT DEBT: IMPLICATIONS ON RETIREMENT VIA HOMEOWNERSHIP

Area of Honors:

Risk Management

Keywords:

student loan
education
homeownership
r
defaulting

File:

Download Tang_Yuxin_studentdebt_homeownership_final.pdf

Thesis Supervisors:

Russell Wade Cooper, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Nan Zhu, Faculty Reader

Author:

Shen, Shelley

Title:

LIFE INSURER CHARACTERISTICS THAT FACILITATE AUTOMATED UNDERWRITING IMPLEMENTATION

Area of Honors:

Risk Management

Keywords:

life insurance
automated underwriting

File:

Download Shelley_Thesis.pdf

Thesis Supervisors:

Nan Zhu, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor

Author:

Winters, Lisa

Title:

The Effect of Autonomous Trucking on Commercial Automotive Insurance

Area of Honors:

Risk Management

Keywords:

actuarial
autonomous
technology
insurance

File:

Download Lisa_s_Final_Formatted_Thesis_PDF.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Steven Lee Putterman, Thesis Honors Advisor