Index Catalog // Digital WPI

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Filtering by: Major Actuarial Mathematics

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

4. Social Determinants of Health

Creator:: Pham, Ngoc, McGonigle, Kevin, Murdza, Eric, and Doherty, Demetre
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-12-14
Resource Type:: Major Qualifying Project

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

Keyword:: Insurance, Copulas, Actuarial, and Probability
Creator:: Ferrini, Lexi, Lambert, Alison, and Robillard, Donovan
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-04-26
Resource Type:: Major Qualifying Project

6. Continuous Loss Development Factors

Keyword:: Actuarial and Reserve
Creator:: Ahearn, Zachary and Lee, Kieran
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-04-25
Resource Type:: Major Qualifying Project

7. Longevity Insurance

Creator:: Graham, Ethan and Quackenbos, Angela
Advisor:: Posterro, Barry John and Abraham, Jon P.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-04-27
Resource Type:: Major Qualifying Project

8. Covered Calls

Creator:: Hubbard, Lauryn, Cohen, Jane, and Zheng, Wenrui
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-12-16
Resource Type:: Major Qualifying Project

9. Sequence Risk Analysis

Keyword:: Retirement and Sequence Risk
Creator:: Anderson, Alisha D., Modelski, Haley L., and Kennedy, Carina M.
Advisor:: Abraham, Jon P. and Posterro, Barry John
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-05-03
Resource Type:: Major Qualifying Project

10. A proposed new ensemble method of classification

Creator:: Cho, William
Advisor:: Kim, Hyunjoong and Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-01-01
Resource Type:: Major Qualifying Project

11. Estimating disability incidence rates for long term care insurance

Creator:: D'Onofrio, Michael David, Twarog, Marek., Lescoe, James Terrence., and Simone, Jeffrey Shawn.
Advisor:: Abraham, Jon P. and Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-01-01
Resource Type:: Major Qualifying Project

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

Creator:: Fafard, Peter Michael and Berthiaume, David 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:: Natrillo, Marc James, Golec, Joseph Adam, 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:: Bugbee, Michael Fitzgerald and Buffone, Jessica April
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:: Bielik, Matthew Robert and Lane, Brian Joseph
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:: Jaeger, Robert A., Kennedy, Larissa L., and Baptista, Jovanna Rose.
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