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Papers & Presentations
James G. Bridgeman
Combinatorics for Moments of a Randomly Stopped
Quadratic Variation Process Actuarial Research Conference, Winnipeg, August 4, 2012 arc2012.pdf (full paper) arc2012beamershow.pdf (slides) Esscher Approximation for Maximum Likelihood Estimates – Exploratory Ideas (full detail) Actuarial Research Conference, Storrs, August 2011 arc46article.pdf (August 26, 2012 corrections to Actuarial Research
Clearing House (ARCH) 2012.1 article) Esscher Approximation for Maximum Likelihood Estimates (more detail) UConn Math Department, Actuarial Science Seminar, Storrs, September 9, 2011 Esscher Approximation for Maximum Likelihood
Estimates Actuarial Research Conference, Storrs, August 2011 The Effect of
Global Warming on Financial Discounting Methodology (includes summary actuarial and financial engineering viewpoints) S.I.G.M.A. Seminar, UConn Math Dept, Storrs, October 2009 The Effect of
Global Warming on Discounting Methodology Actuarial Research Conference, Madison, July 2009 Illustrations of a
Regime-Switching Stochastic Interest Rate Model with Randomized Regimes Actuarial Research Conference, Regina, August 2008 Regime Switching
Interest Rate Models UConn Math Department, Actuarial Science Seminar, Storrs, January 29, 2008 Moments of a
Regime-Switching Stochastic Interest Rate Model with Randomized Regimes Actuarial Research Conference, more (more corrections and extensions at July 23, 2012) added (some corrections and extensions at August 12, 2008) ARC2007 (December 21, 2007 version submitted to Actuarial Research Clearing House (ARCH)2008.1) Integration of a
Regime Switching Model for Interest Rates with Randomized Regime Parameters UConn Math Department, Analysis and Probability Seminar, Random Switching Times Among Randomly Parameterized Regimes Of Random Interest Rate Scenarios Actuarial Research Conference, ARC2006(rev) (with November 3, 2006 revisions) ARC2006 (October 31, 2006 version submitted to Actuarial Research Clearing House (ARCH)2007.1) (PDF) Random Switching
Times To Randomly Selected Regimes Of Random Interest Rate Processes some illustrations UConn Math Department, Analysis and Probability Seminar, (EXCEL) Evolution of a Practitioner’s Regime Switching
Stochastic Interest Rate Model
Society of Actuaries Valuation Actuary Symposium, (PDF) (POWERPOINT) How Can You Make
Money At Life Insurance? How Would
You Know?
A presentation for the headquarters staff of Aetna International Inc., circa 1999 Value Creation In Traditional Life Insurance Sales
From the Proceedings of the International Conference On
Insurance: The Momentous Millenium sponsored by the
Conference of Indian Industry, Stationary
Immunization Theory
Presented at the 26th International Congress of
Actuaries, (PDF) |
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