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Start Over Area of Honors Risk Management Degree B S

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

open_access
Open Access
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

2. Variance Reduction Techniques for Monte Carlo Valuation of Financial Derivatives

open_access
Open Access
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

3. Fluctuations in Rents Explain the Potential for Urban Growth Through Policy-relevant Inferences

open_access
Open Access
Author:
Crossman, Kristen Joan
Title:
Fluctuations in Rents Explain the Potential for Urban Growth Through Policy-relevant Inferences
Area of Honors:
Risk Management
Keywords:
real estate
rents
policies
regression analysis
fixed-effects
random-effects
File:
Download 1-Crossman_Kristen_FINAL.pdf
Thesis Supervisors:
Dr. Brent William Ambrose, Thesis Supervisor
Austin Jay Jaffe, Thesis Honors Advisor

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

open_access
Open Access
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

8. REINSURANCE UNDER THE AFFORDABLE CARE ACT: IS STOP-LOSS COVERAGE DESTABILIZING THE HEALTH INSURANCE MARKET AND HURTING REFORM?

open_access
Open Access
Author:
Budd, Aaron Michael
Title:
REINSURANCE UNDER THE AFFORDABLE CARE ACT: IS STOP-LOSS COVERAGE DESTABILIZING THE HEALTH INSURANCE MARKET AND HURTING REFORM?
Area of Honors:
Risk Management
Keywords:
Reinsurance
Risk Management
Insurance
Stop-Loss Coverage
File:
Download A.Budd_Thesis_Final.pdf
Thesis Supervisors:
David Arthur Cather, Thesis Supervisor
David Arthur Cather, Thesis Honors Advisor
Lisa Lipowski Posey, Faculty Reader