Convex Considerations is a blog about risk, insurance, pricing, programming, data, analytics, mathematics, and related topics. Older posts are dated when the content was created, not when the post was created.
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2022-05-11 | risk, reinsurance, optimization
Catastrophe reinsurance provides insurance companies protection against excessive losses caused by catastrophes such as hurricanes, earthquakes, severe convective storms, flood, and winter freeze. Such protection is desired both to
2022-04-05 | Effective Python, Python, pandas, data
The best way to learn Python is to use it to solve a real-life problem you face. I’m often asked to suggest example projects that are good for
2017-05-17 | education, learning objectives
Contents Writing Learning Objectives Examples of Learning Objectives and Learning Outcomes Advantages of Creating Learning Objectives Testing Questions by Bloom’s Level Example: CAS and SOA Learning
2022-03-11 | set theory
Main Act 3 Extension \(\forall x\ \forall y\ \forall z\ (z \in x \leftrightarrow z \in y)\rightarrow x=y\) Foundation \(\forall x[\exists y(y\in x)\rightarrow \exists y(y\in x \wedge
2019-05-20 | presentations, AI, insurance
New AI techniques help computers solve problems that people find easy but that computers have historically found difficult, such as image or voice
2022-02-20 | Effective Python, Python, dates
Problems arise when computers interact with the real world. You step out of a controlled environment into one with user inputs, paper jams, invalid filenames, and dates. Dates are on the
2022-02-10 | Effective Python, Python, path
If you write a program of any length, then you have to manipulate files and filenames. Common tasks include:
2022-02-20 | insurance, risk, return, principal agent problem, non, additive probability
There are no universally true statements about risk.
2022-03-07 | pricing, insurance, risk, underwriting
Distortion risk measures When can a risk preference be represented by a certain functional form? EU, SEU, CEU, Savage etc.
2022-03-01 | risk, prudence, temperance
Eeckhoudt and Schlesinger (2006) Eeckhoudt and Schlesinger (2006) Equal probability lotteries \([a, b]\) describe outcomes \(a\) and \(b\), which can be fixed or random.
2022-02-25 | presentations, insurance, risk, pricing
John Major and Stephen Mildenhall, CARe Meeting, June 9, 2021