IRisk Lab Spring 2019 Projects
Playbook for 21st century retirement planning
While many retirement planning products such as annuities have been around for centuries, the needs of retirement financial security are…
Do blue skies drive away pollution?
We would like to understand pollution microclimates. We would like to statistically understand if urban regions with better access to…
Risk margin under Solvency II
Solvency II is concerned about the amount of capital European insurance companies need to hold to reduce the risk of…
Data driven study of the Herd Behavior Index
In this research project, we focus on dependencies between stock prices. The Herd Behavior Index (HIX) is a measure for…
Statistics for monitoring the healthiness of a portfolio
When a company offers a new insurance product, there are a set of assumptions to be made in order to start…
Paratus LLC – Third party liability claims management (Student – Consulting)
Paratus Partners LLC is a provider of third-party liability claims management for healthcare service providers (mainly hospital systems). Hospitals incur…
Northwestern Mutual Fixed Income Project – cont’d (Student-Consulting)
Evaluating the performance of an active manager in institutional fixed income portfolios is often challenging due to the necessary customization of issuance-based benchmarks to meet specific investment objectives. These constraints can be related to…
Forward and backward preferences – cont’d
Classical backward preferences of an investor are simply defined by a family of her value functions across states and times.…