An Invitation to Undergraduate Research in Risk Management by Cohen, Albert; Loke, Sooie-Hoe;

Hosszú leírás:

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This edited volume introduces undergraduate students to several diverse and emerging research topics in three major areas of risk management: actuarial science, mathematical finance, and sports analytics. Each chapter is self-contained and provides students with the required background knowledge, context, and relevant references to motivate students and to enable them to successfully undertake research in these areas. A variety of accessible research projects are included that can be conducted independently or in collaboration with a mentor. Throughout, emphasis is placed on the importance and advantages of interdisciplinary thinking in developing innovative approaches to problem-solving. This volume will also serve as a valuable resource to faculty mentors, graduate students, and others who are interested in supervising undergraduate research.

Tartalomjegyzék:

Preface.- Gaussian Processes for Statistical Learning in Actuarial Science.- What Benefits Drive Membership in Medicare Advantage Plans?.- Pricing Variable Annuity Guarantees using Monte Carlo Simulations.- Modeling volatility in finance.- Introduction to Fixed Income Markets and Bonds.- Essential Aspects of Bayesian Data Imputation.- An Introduction to Sports Analytics Research with Expected Goals.- Using Regression Adjusted Plus Minus to Quantify Player Effect in Team Sports.