Links to Selected Papers
(Available on the web)
- “Modeling of Economic Series Coordinated with Interest Rate Scenarios,” 2004, Research
Report with Stephen D'Arcy and Richard Gorvett, peer reviewed by CAS and SOA
committees, published on CAS and SOA websites; final report associated with
CAS-SOA research grant (http://www.casact.org/research/econ/)
- “A Comparison of Actuarial Financial Scenario Generators,” with Stephen D’Arcy
and Richard Gorvett, 14th Annual International AFIR Colloquium, 2004
(http://afir2004.soa.org/afir04_13.pdf)
- “Asset-Liability Modeling for Insurers: Incorporating a
Regime-Switching Process for Equity Returns into a Dynamic Financial Analysis
Model,” with Stephen D’Arcy and Richard Gorvett, 35th ASTIN
Colloquium, 2004 (Index:
http://www.astin2004.no/English/index2.htm)
- “Modeling of Economic Series Coordinated with Interest Rate
Scenarios: A Progress Report on Research Supported by the Casualty Actuarial
Society and the Society of Actuaries,” with Rick Gorvett and Steve D’Arcy,
Actuarial Research Clearing House, 2004 (http://library.soa.org/library-pdf/arch04v38n1_5.pdf)
- “Illinois Pension Underfunding: The Worst in the Nation” with
Stephen P. D’Arcy, Illinois Tax Facts, October 2003 (http://www.taxpayfedil.org/oct03.htm)
- “Parameterizing Interest Rate Models” with Stephen P. D'Arcy and
Richard W. Gorvett, Casualty Actuarial Society Forum: Dynamic Financial
Analysis, Summer 1999 (http://www.casact.org/pubs/forum/99sforum/99sf001.pdf)
- “Enterprise Risk Management,” Illinois State University Actuarial Research Program
- “Modeling of Economic Series: Building a Financial Foundation for Enterprise Risk
Management,” Enterprise Risk Management Symposium, Chicago, IL
- “Financial Planning and Retirement: Enjoyment or Anxiety,” Academy of Seniors
- “Financial Planning Topics,” Illinois State University Alumni Association
- “A Stochastic Evaluation of Pension Obligation Bonds” Illinois State University FIL Department Brownbag
- “What is the Market Price of Interest Rate Risk?” University of Illinois Financial Mathematics Seminar
- “Financial Scenario Models And Parameter Sensitivity: An
Application To Life Insurance,” Western Risk and Insurance Association
- “Multifactor Term Structure Models and Dynamic Financial
Analysis”
- “Multifactor Term Structure Models and The Risk of Life Insurance
Contracts," American Risk and Insurance Association Meeting
- “Interest Rates: Empirical Patterns and Modeling Issues," Casualty
Actuarial Society Seminar on Dynamic Financial Analysis
- "Investigating the Use of Value at Risk in Insurance"
- "An Illustration of World Wide Web Based Education"
- "Parameterizing Interest Rate Models,"
Casualty Actuarial Society Dynamic Financial Analysis Seminar
- "Teaching Over the Internet," State Universities of Illinois
Faculty Summer Institute on Learning Technologies
- Farm Bureau Actuarial Conference
Undergraduate Investments (FIL 242)
Graduate Financial Management (FIL 440)