Index Catalog // Digital WPI

1. Arbitrage-Free Pricing of XVA for Options in Discrete Time

Creator:: Bonner, Catherine Jean and Campanelli, Jeremiah
Advisor:: Sturm, Stephan and Wang, Gu
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-03-25
Resource Type:: Major Qualifying Project

2. Projecting the Ultimate Loss of Catastrophic Events

Creator:: Hansen, Elizabeth A., Munderville, Amber R., Sullivan, Michael W., and Turchiarelli, Tyler Jacob
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-12-14
Resource Type:: Major Qualifying Project

3. Development of Predictive and Prescriptive Analytical Models Using Customer, Revenue, and Usage Data

Keyword:: Random Forests, Decision Trees, Customer Lifetime Value, Predictive Analytics, Churn Prediction, and Machine Learning
Creator:: Wu, Shiyu, Bazakas-Chamberlain, William, O'Connor, Michael, and Kihu, Abigael
Advisor:: Sarnie, Robert, Blais, Marcel Y., Wong, Wilson, and Pins, George D
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-12-14
Resource Type:: Major Qualifying Project

12. The Role of edge sets and edge orderings in partitioning chromatic polynomials

Creator:: Berthiaume, David Michael and Fafard, Peter Michael
Advisor:: Fehribach, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-01-01
Resource Type:: Major Qualifying Project

13. System reliability and optimal cost study

Creator:: Golec, Joseph Adam, Natrillo, Marc James, and Bailey, Alison Lorraine
Advisor:: Vernescu, Bogdan M.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2001-01-01
Resource Type:: Major Qualifying Project

14. Statistical analysis of the MCAS

Creator:: Darling, Gwenevere Lorraine and Mwaura, Frida Wambui
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2002-01-01
Resource Type:: Major Qualifying Project

15. Risk measure analysis for portfolio management

Creator:: Buffone, Jessica April and Bugbee, Michael Fitzgerald
Advisor:: Wilkens, Kathryn A. and Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 1999-01-01
Resource Type:: Major Qualifying Project

16. Product pricing at CGU Life

Creator:: Lane, Brian Joseph and Bielik, Matthew Robert
Advisor:: Wiedie, Ann H.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2001-01-01
Resource Type:: Major Qualifying Project

17. Pricing guaranteed Medallion Variable Life Insurance policies

Creator:: Woods, Shelby Brooke and Korthas, Aaron K.
Advisor:: Wiedie, Ann H.
Publisher:: Worcester Polytechnic Institute
Date Created:: 1999-01-01
Resource Type:: Major Qualifying Project

18. Pricing a waiver of premium upon disability

Creator:: Baptista, Jovanna Rose., Jaeger, Robert A., and Kennedy, Larissa L.
Advisor:: Wiedie, Ann H.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2000-01-01
Resource Type:: Major Qualifying Project

19. Pricing a long-term care rider on variable universal life insurance

Creator:: Bresson, Jeffrey David
Advisor:: Wiedie, Ann H.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2001-01-01
Resource Type:: Major Qualifying Project

20. Paired comparison logistic regression models used to rank competitors in sports

Creator:: Matthews, Gregory Jay
Advisor:: Morales, Carlos J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-01-01
Resource Type:: Major Qualifying Project

21. Modeling forest succession

Creator:: Brown, Jason Alan. and Way, Justin Arthur.
Advisor:: Morales, Carlos J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-01-01
Resource Type:: Major Qualifying Project

22. Inflationary effects on loss reserves

Creator:: Garrell, Melissa Ann and Fisk, Karen Melissa
Advisor:: Wiedie, Ann H.
Publisher:: Worcester Polytechnic Institute
Date Created:: 1999-01-01
Resource Type:: Major Qualifying Project

23. Expert system design for long term care underwriting

Creator:: Rackliff, Nicholas E. and Arsenault, Elizabeth A.
Advisor:: Heinricher, Arthur C. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-01
Resource Type:: Major Qualifying Project

24. Evaluation of random number generators on FPGAs

Creator:: Pedro, Gary Thomas, Coughlin, Sean Patrick, Reisberg, David C., and Abcunas, Brian
Advisor:: Martin, William J. and Sunar, Berk
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-01-01
Resource Type:: Major Qualifying Project

25. Estimating the cost of volatility in an assigned risk plan

Creator:: Bui, Vonda Elizabeth and Yu, Ying Fang
Advisor:: Heinricher, Arthur C. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-01-01
Resource Type:: Major Qualifying Project

26. Credit default swap and asset swap pricing

Creator:: Gao, Yang
Advisor:: Abraham, Jon P. and Gerstenfeld, Arthur
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-01-01
Resource Type:: Major Qualifying Project

27. Comparing different covariance matrix estimation methods for stock portfolio selection

Creator:: McGurl, Marc O. and Grimshaw, Benjamin Steven.
Advisor:: Swift, Andrew W. and Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-01-01
Resource Type:: Major Qualifying Project

28. Analyzing interest allocation methods

Creator:: Desrosiers, Mary E., Beaudoin, Aaron Michael, and Quinn, Daniel F.
Advisor:: Abraham, Jon P. and Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-01
Resource Type:: Major Qualifying Project

29. Analysis of the risk to banks during mortgages

Creator:: Barger, Kimberly Anne
Advisor:: Wiedie, Ann H.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-01-01
Resource Type:: Major Qualifying Project

30. An algorithm to recreate lost insurance records

Creator:: Hughes, Alison and Rahn, Devin Peter
Advisor:: Wiedie, Ann H. and Doytchinov, Bogdan D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2002-01-01
Resource Type:: Major Qualifying Project

31. Chain Ladder Reserve Estimates

Keyword:: Chain Ladder Method and Confidence Interval
Creator:: Bradlee, Noah M.
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-04-06
Resource Type:: Major Qualifying Project

32. Stochastic Reserves for Life Insurance: Modeling the Impact of a Pandemic

Keyword:: Actuarial, Stochastic Reserves, and Life Insurance
Creator:: MacInnis, Lindsay J. and White, Jessie M.
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-12-08
Resource Type:: Major Qualifying Project

33. Trends in Health Reserves

Creator:: Amarasekera, Bianca M. and Rubin, Danielle B.
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-12-09
Resource Type:: Major Qualifying Project

34. Accidental Death and Dismemberment Rider Re-Rating

Creator:: Bowden, Erica Darlene, Danko, Thomas M., Amarosa, Gabrielle M., and Mulready, Kayla Jane
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-01-03
Resource Type:: Major Qualifying Project

35. Analyzing The Price is Right

Creator:: Patrolia, Marshall James and O'Malley, Corey Jacob
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-25
Resource Type:: Major Qualifying Project

36. Creating an Online Resource for Actuarial Students at WPI

Creator:: Navickis, Leah
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-25
Resource Type:: Major Qualifying Project

37. Explorations of Sequence Risk

Creator:: Furey Cohen, Jonathan Andrew, Steinberg, Jacob B., and John, Jeremy
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-24
Resource Type:: Major Qualifying Project

38. A Review of a CAS Monograph on Stochastic Loss Reserving Using Generalized Linear Models

Creator:: Zhang, Junhong, Ren, Zhentian, and Chen, Hui-Xin Emily
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-23
Resource Type:: Major Qualifying Project

39. Advanced Baseball Statistics

Creator:: Boros, Matthew A.
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-12-13
Resource Type:: Major Qualifying Project

40. Advanced Baseball Statistics

Creator:: Ellis, Elijah J.
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-12-13
Resource Type:: Major Qualifying Project

41. Economic Indicators as Predictors of Recessions

Creator:: Day, Timothy G. and Fair, Alexander J.
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-04-30
Resource Type:: Major Qualifying Project

42. An Analysis of University Endowment Spending

Creator:: Brophy, Katherine Eleanor, Angelini, Danielle E., and Wondolowski, Robert T.
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-04-27
Resource Type:: Major Qualifying Project

43. Universal Life Insurance

Creator:: Avendano, Andrea Victoria, Hovermale, Christine Jean, and Green, Natalie T.
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-05-04
Resource Type:: Major Qualifying Project

44. Economic Scenario Generator

Creator:: Lee, Erica S., Kumar, Rahul Krishna, and Jiang, Hanyi
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-05-03
Resource Type:: Major Qualifying Project

45. Longevity Insurance Pricing Development

Creator:: Maciejczyk, Kimberly A, Fahey, Rachael Margaret, Melillo, Craig Lonergan, and Roberge, Daniel A
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-01-10
Resource Type:: Major Qualifying Project

46. A Comparison of OLAP and Coherence Large Scale Aggregations

Creator:: Zhong, Xinyue, Li, Jiahui, Tate, Kimberley Ashley, and Zhang, Lili
Advisor:: Abraham, Jon P., Sweeney, Kevin M., Gerstenfeld, Arthur, and Huang, Xinming
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-03-23
Resource Type:: Major Qualifying Project

47. A Comparison of OLAP and Coherence Large Scale Aggregations

Creator:: Zhong, Xinyue, Zhang, Lili, and Tate, Kimberley Ashley
Advisor:: Sweeney, Kevin M., Abraham, Jon P., Huang, Xinming, and Gerstenfeld, Arthur
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-01-28
Resource Type:: Major Qualifying Project

48. A Numerical Approach to Character Optimization in World of Warcraft

Creator:: DeLisle, Ian Andrew
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-26
Resource Type:: Major Qualifying Project

49. A Process for Analyzing Change and Its Application to Commercial Truck Insurance

Creator:: Aubin, Alana Marie, Landry, Ryan Dennis, Blakeslee, Benjamin Farber, and Cote, Monique M.
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-12-15
Resource Type:: Major Qualifying Project

50. Alumni Donations: An Analysis of the W.P.I. Contribution Trend

Creator:: Le, Minh Anh, Brown, Lindsay Megan, Teague, Karen A., and Infantino, Shanna L
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-28
Resource Type:: Major Qualifying Project

51. Alumni Scoring System

Creator:: Sotak, Onalie Louise and Schwenke, Kirsten B.
Advisor:: Wilbur, Jayson D., Heinricher, Arthur C., and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-04-25
Resource Type:: Major Qualifying Project

52. Analysis and Improvement of Fantasy Football Team Management Software

Creator:: Beland, Danielle Kristen, Chen, Weixin, and Cote-Dumphy, Brannon Micheal
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-28
Resource Type:: Major Qualifying Project

53. Analysis of Fund Mapping Techniques for Variable Annuities

Creator:: McAlister, Angela Marie, Fredricks, Grant D, and Ingalls, Erin T
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-01-13
Resource Type:: Major Qualifying Project

54. Analysis of Methods for Loss Reserving

Creator:: Lynskey, Gregory E., Liu, Xinjia, Rhemzou, Ida, and Connor, Timothy P.
Advisor:: Heinricher, Arthur C. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-04-25
Resource Type:: Major Qualifying Project

55. Analyzing Reimbursement Ratios of Medicare Providers

Creator:: Romo Herrera Ibarrola, Alberto, Bozdo, Marilda, and Prakash, Meghana
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-26
Resource Type:: Major Qualifying Project

56. Analyzing Trends in Loss Frequency and Severity

Creator:: Brown, Ethan Daniel and Lam, Norman
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-30
Resource Type:: Major Qualifying Project

57. Barclays Mobile Reporting Application

Creator:: McMahon, Caitlin Ann, Santawisook, Patchara, and Mao, Jian
Advisor:: Hofri, Micha and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-01-03
Resource Type:: Major Qualifying Project

58. BNP Paribas: Equity Smart Order Router

Creator:: Lai, Huan Tu and Wang, Xiaoyun
Advisor:: Dougherty, Daniel J., Abraham, Jon P., and Gerstenfeld, Arthur
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-11-29
Resource Type:: Major Qualifying Project

59. BNP Paribas: Systems Analysis and Concept Development

Creator:: Scarborough, Aubrey Marie, Sherrerd, Timothy Scott, and Dean, Brendan Padraic
Advisor:: Gerstenfeld, Arthur and Dougherty, Daniel J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-12-16
Resource Type:: Major Qualifying Project

60. Global Credit Products Technology SPV Reporting Tool

Creator:: Encarnacion, Jenny and Hilario, Ekaterina V.
Advisor:: Abraham, Jon P., Gerstenfeld, Arthur, and Dougherty, Daniel J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-12-18
Resource Type:: Major Qualifying Project

61. Commercial Property Data Aggregation

Creator:: Coia, Cecily Ann, Ellison, Samuel Joseph, Lonergan, Scott Phillip, and Cotter, John Joseph
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-04-27
Resource Type:: Major Qualifying Project

62. Credibility Theory

Creator:: Gao, Jiali, Nottage, Joshua James, Brigham, Joseph Charles, and Lynch, Will Robert
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-01-28
Resource Type:: Major Qualifying Project

63. Data Envelopment Analysis

Creator:: Wang, Xiangyu
Advisor:: Abraham, Jon P., Brown, Donald R., and Gerstenfeld, Arthur
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-29
Resource Type:: Major Qualifying Project

64. Demographic Assumptions

Creator:: McAuliffe, Charlotte Paige, Cheng Roy, Theresa, and Gilde, Benjamin Walter
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-29
Resource Type:: Major Qualifying Project

65. Developing a Strategy for Optimal Call Center Utilization

Creator:: Andrei, Mihnea Stefan and Elmore, James Edward
Advisor:: Heinricher, Arthur C. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Major Qualifying Project

66. Economic Scenario Generator

Creator:: St. Fort, Brittany Alexandra, Blanco Amado, Ahmed, Chunga, Caylee Mae, Wei, Bowei, and Diniz, Branden Joseph
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-04-27
Resource Type:: Major Qualifying Project

67. EVALUATION OF DIFFERENT CLUSTERING AND CLASSIFICATION ALGORITHMS FOR CONTIUNOUS AND DISCRETE DATA SETS

Creator:: Peskoe, Jacob Kent
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-01-10
Resource Type:: Major Qualifying Project

68. Financial Analysis of a Non-Profit Counseling Center

Creator:: Baiden, Jonathan, Marcotte, Justin Joseph, Zhang, Yiran, and Lowe, Samantha Frances
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-29
Resource Type:: Major Qualifying Project

69. Financial Computations on the GPU

Creator:: Zhao, Shengshi and Yamshchikov, Andrey
Advisor:: Agu, Emmanuel O. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-29
Resource Type:: Major Qualifying Project

70. Financial Computations on the GPU

Creator:: Zhao, Shengshi and Yamshchikov, Andrey Andreyevich
Advisor:: Agu, Emmanuel O. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-10-27
Resource Type:: Major Qualifying Project

71. Financial Report Database and Analysis

Creator:: Li, Sze Yui and Snowden, Brady Anson
Advisor:: Ciaraldi, Michael J., Abraham, Jon P., and Sweeney, Kevin M.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-12-12
Resource Type:: Major Qualifying Project

72. Financial Report Database and Analysis

Creator:: Snowden, Brady Anson and Li, Sze Yui
Advisor:: Ciaraldi, Michael J. and Sweeney, Kevin M.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-12-10
Resource Type:: Major Qualifying Project

73. Galerkin Least Square FEM for the European option price with CEV model

Creator:: Le, Tuan Nhat
Advisor:: Sarkis-Martins, Marcus
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-01-25
Resource Type:: Major Qualifying Project

74. Identifying Policy Characteristics Leading to Benefit Exhaustion

Creator:: Alezker, Alan D., Labbay, Kaitlyn Marie, Spector, Danielle Alyse, and Pytko, Laurel Elizabeth
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Major Qualifying Project

75. Indexed Universal Life

Creator:: Li, Hairan, St. Jean, Andrew G., and Tsitlenko, Sergey Dmitriyevich
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-25
Resource Type:: Major Qualifying Project

76. INNOVATING LIFE & AUTO INSURANCE PRODUCT BY ANALYZING FATAL CRASH RATES

Creator:: Ratanpara, Savan Shantilal and Wang, Chenbo
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Major Qualifying Project

77. Insurance Product Development

Creator:: Mao, Yurong Y, Tolivaisa, Alexander, and Efstathiou, Jessica Lee
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-04-24
Resource Type:: Major Qualifying Project

78. Investigating Whether A Social Media Presence Impacts Claim Severity

Creator:: Curran, Katherine Ann, Ronacher, Robert David, Libsch, Anton Ifeyimika, and Beazley, Elizabeth Daley
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-26
Resource Type:: Major Qualifying Project

79. Web Service Registry

Creator:: Jones, Heather Ann, Wetzel, Jordan Michael, Bosworth, John Thomas, Bukhamsin, Ibraeim Abdulmonem, and Kulvanit, Arin
Advisor:: Huang, Xinming, Abraham, Jon P., Hofri, Micha, Gerstenfeld, Arthur, and Sweeney, Kevin M.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-01-20
Resource Type:: Major Qualifying Project

80. Kidnapping and Ransom Insurance Product Development

Creator:: Cai, Chuqi, Taubert, Alex Wayne, Vaughan, Brianna Marie, and Petock, Rose Mairead
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-29
Resource Type:: Major Qualifying Project

81. Lehman Brothers: Risk Reporting and Technology

Creator:: Ushakov, Igor, Tondreau, Jason T, Jackson, Amy Louise, and Hays, William Braden
Advisor:: Ciaraldi, Michael J., Gerstenfeld, Arthur, and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-10
Resource Type:: Major Qualifying Project

82. Liability Driven Investing – Investment Process JP Morgan Chase & Co.

Creator:: Li, Qiao, Riaz, Saad, and Chang, Tianhai
Advisor:: Huang, Xinming, Sweeney, Kevin M., and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-01-28
Resource Type:: Major Qualifying Project

83. Long Term Care Insurance Underwriting Building a Risk Scoring Model for John Hancock Insurance & Financial Services

Creator:: Kraynak, Joseph F., Wicklund, Jaris B., Treese, William J., and Kluza, Joanna B.
Advisor:: Heinricher, Arthur C. and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-04-26
Resource Type:: Major Qualifying Project

84. Managed Account Plans

Creator:: Riendeau, Elizabeth Marie, Yang, Ziqing, Cullen, Julie Anne, and DiLorenzo, Erika S
Advisor:: Abraham, Jon P. and Vassallo, Helen G.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-03-10
Resource Type:: Major Qualifying Project

85. Multiple Target Tracking

Creator:: Haas, Kathleen L., Volfson, Alexander, and Connor, Matthew J
Advisor:: Abraham, Jon P. and Clancy, Edward A.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-10-16
Resource Type:: Major Qualifying Project

86. Numerical Investigation for Variable Universal Life

Creator:: Yang, Han and Sokk, Maarja-Liisa
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-26
Resource Type:: Major Qualifying Project

87. Pet Insurance Product Development

Creator:: Richardson, Kyle A., McManus, Kelly Elizabeth, Westwater, Keegan Garrity, and Donovan, Caitlin Mary
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-12-17
Resource Type:: Major Qualifying Project

88. Pigskin Party: A Statistical Analysis on Fantasy Football and “The Machine”

Creator:: Lathrop, Ari Brett, Johnston, Mark Richard, and Mondor, Nicholas Ryan
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-26
Resource Type:: Major Qualifying Project

89. PolySystems Phase II

Creator:: Belisle, Zachary Thomas, Berkemeyer, Abrin Angelus, Moynihan, Joseph William, and Dymov, Khasan Muratovich
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-12-15
Resource Type:: Major Qualifying Project

90. Portfolio Optimization of Credit Line Utilization

Creator:: Velasquez Casado, Silvia Ines and Qin, Yutong
Advisor:: Abraham, Jon P. and Gerstenfeld, Arthur
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-01-14
Resource Type:: Major Qualifying Project

91. Predicting Future Paid Losses

Creator:: Zheng, Mingzhu, Liu, Haiying, and Shatz, Aryeh L
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-30
Resource Type:: Major Qualifying Project

92. Predicting Policyholder Behavior and Benefit Utilization: An Analysis on Long-Term Care Insurance

Creator:: Bai, Jie, Zhang, Xinyi, Standring, Heather Lee, and Smeal, Ashleigh Rita
Advisor:: Abraham, Jon P. and Vassallo, Helen G.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-28
Resource Type:: Major Qualifying Project

93. Predictive Loss Ratio Modeling with credit scores, for insurance purposes.

Creator:: Thiha, Kyaw, Obasare, Ricardo Ejovi, Alfieri, Corey J., and Ketterer, Taylor Bree
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-26
Resource Type:: Major Qualifying Project

94. Price and Revenue Optimization

Creator:: Olloqui, Fernando Miguel, Ossa Rodriguez, Daniel, and Paez, Esteban Ramiro
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-12-14
Resource Type:: Major Qualifying Project

95. Process Controls and Improvements For Deutsche Bank's Job Execution Framework

Creator:: Kane, Danielle M, McLaughlin, Brendan J., and Hammers, Christopher Lynwood
Advisor:: Ciaraldi, Michael J., Gerstenfeld, Arthur, and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-01-10
Resource Type:: Major Qualifying Project

96. Projecting Key Statistics for Fantasy Football

Creator:: Presnal, Alex Joseph and Nersessian, Andrew Christopher
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Major Qualifying Project

97. Safeshop -- Insurance to Protect Against Online Shopping Fraud

Creator:: Zhou, Qiyang
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Major Qualifying Project

98. Sampling Strategies for Error Rate Estimation and Quality Control

Creator:: Zuniga, David Eduardo, Kingman, Ashley Lauren, Olore, Amanda Bailey, and Facchiano, Nicholas John
Advisor:: Abraham, Jon P. and Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-04-23
Resource Type:: Major Qualifying Project

99. Simulating Tracking Error in Variable Annuities

Creator:: Cahill, Ian C, McDonnell, Charlotte Marie, Kelly, Blake Andrew, and Dailey, Elizabeth Marie
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-01-13
Resource Type:: Major Qualifying Project

100. Social Security Forecasting:An Actuarial Study of the OASDI Trust Fund balance projections & proposals for delaying fund exhaustion

Creator:: Whittier, Katherine M., Townsend, Matthew K., Guertin, Michelle Tamie, and Wong, Mung
Advisor:: Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-25
Resource Type:: Major Qualifying Project

Explore, Discover, Share

Search Constraints

Search Results

1. Arbitrage-Free Pricing of XVA for Options in Discrete Time

2. Projecting the Ultimate Loss of Catastrophic Events

3. Development of Predictive and Prescriptive Analytical Models Using Customer, Revenue, and Usage Data

4. Social Determinants of Health

5. Copula Modeling: An Application to Workers’ Compensation Claims

6. Continuous Loss Development Factors

7. Longevity Insurance

8. Covered Calls

9. Sequence Risk Analysis

10. A proposed new ensemble method of classification

11. Estimating disability incidence rates for long term care insurance

12. The Role of edge sets and edge orderings in partitioning chromatic polynomials

13. System reliability and optimal cost study

14. Statistical analysis of the MCAS

15. Risk measure analysis for portfolio management

16. Product pricing at CGU Life

17. Pricing guaranteed Medallion Variable Life Insurance policies

18. Pricing a waiver of premium upon disability

19. Pricing a long-term care rider on variable universal life insurance

20. Paired comparison logistic regression models used to rank competitors in sports

21. Modeling forest succession

22. Inflationary effects on loss reserves

23. Expert system design for long term care underwriting

24. Evaluation of random number generators on FPGAs

25. Estimating the cost of volatility in an assigned risk plan

26. Credit default swap and asset swap pricing

27. Comparing different covariance matrix estimation methods for stock portfolio selection

28. Analyzing interest allocation methods

29. Analysis of the risk to banks during mortgages

30. An algorithm to recreate lost insurance records

31. Chain Ladder Reserve Estimates

32. Stochastic Reserves for Life Insurance: Modeling the Impact of a Pandemic

33. Trends in Health Reserves

34. Accidental Death and Dismemberment Rider Re-Rating

35. Analyzing The Price is Right

36. Creating an Online Resource for Actuarial Students at WPI

37. Explorations of Sequence Risk

38. A Review of a CAS Monograph on Stochastic Loss Reserving Using Generalized Linear Models

39. Advanced Baseball Statistics

40. Advanced Baseball Statistics

41. Economic Indicators as Predictors of Recessions

42. An Analysis of University Endowment Spending

43. Universal Life Insurance

44. Economic Scenario Generator

45. Longevity Insurance Pricing Development

46. A Comparison of OLAP and Coherence Large Scale Aggregations

47. A Comparison of OLAP and Coherence Large Scale Aggregations

48. A Numerical Approach to Character Optimization in World of Warcraft

49. A Process for Analyzing Change and Its Application to Commercial Truck Insurance

50. Alumni Donations: An Analysis of the W.P.I. Contribution Trend

51. Alumni Scoring System

52. Analysis and Improvement of Fantasy Football Team Management Software

53. Analysis of Fund Mapping Techniques for Variable Annuities

54. Analysis of Methods for Loss Reserving

55. Analyzing Reimbursement Ratios of Medicare Providers

56. Analyzing Trends in Loss Frequency and Severity

57. Barclays Mobile Reporting Application

58. BNP Paribas: Equity Smart Order Router

59. BNP Paribas: Systems Analysis and Concept Development

60. Global Credit Products Technology SPV Reporting Tool

61. Commercial Property Data Aggregation

62. Credibility Theory

63. Data Envelopment Analysis

64. Demographic Assumptions

65. Developing a Strategy for Optimal Call Center Utilization

66. Economic Scenario Generator

67. EVALUATION OF DIFFERENT CLUSTERING AND CLASSIFICATION ALGORITHMS FOR CONTIUNOUS AND DISCRETE DATA SETS

68. Financial Analysis of a Non-Profit Counseling Center

69. Financial Computations on the GPU

70. Financial Computations on the GPU

71. Financial Report Database and Analysis

72. Financial Report Database and Analysis

73. Galerkin Least Square FEM for the European option price with CEV model

74. Identifying Policy Characteristics Leading to Benefit Exhaustion

75. Indexed Universal Life

76. INNOVATING LIFE & AUTO INSURANCE PRODUCT BY ANALYZING FATAL CRASH RATES

77. Insurance Product Development