WELCOME. to the 49 th Actuarial Research Conference at UC Santa Barbara
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1 WELCOME to the 49 th Actuarial Research Conference at UC Santa Barbara
2 Thank you to our sponsors!
3 UC Santa Barbara Member of the prestigious Association of American Universities, one of 61-research-intensive institutions. Five Nobel Prize winners in the past 15 years Alum received Nobel Laureate in Physiology or Medicine Number 10 among all public universities, according to U.S. News and World Report s guide, America s Best Colleges. Home to 11 national institutes and centers.
4 UC Santa Barbara 5 major colleges and divisions with over 200 majors College of Creative studies College of Engineering College of Letters and Science Donald Bren School of Environmental Science and Management Gevirtz Graduate School of Education
5 Santa Barbara Wharf Santa Barbara Mission Santa Barbara Courthouse Waterfront Santa Barbara & Goleta Beaches Wine Country Down Town State Street
6 Statistics and Applied Probability Established in permanent ladder faculty 5-8 long-term visiting researchers annually Center for Research in Financial Mathematics and Statistics (CRFMS) created in 2006, director: Dr. Jean-Pierre Fouque CRFMS renamed Center for Financial Mathematics and Actuarial Research (CFMAR) in 2014
7 Statistics and Applied Probability Undergraduate students: over 500 B.S. in Actuarial Science, B.S. in Financial Math and Statistics, B.S. & B.A in Statistical Science, Minor: Statistical Science Graduate students: 65 M.S. in Actuarial Science, M.A in Statistical Science Ph.D. in Statistics & Applied Probability, Ph.D Emphasis in Financial Mathematics and Statistics
8 Class of 2014
9 Class of 2014
10 UCSB Actuarial Program The only university on the west coast with B.S and M.S in Actuarial Science 200 Actuarial undergraduates as of Spring 2014 Courses cover 5 preliminary SOA/CAE exams Adding FAP in 2015 SOA-approved courses for all VEE Subjects Annual Actuary Day & Annual Actuarial Career Fair
11 Actuarial Association Networking Job & internship recruitment Educational workshops Guest speakers program Exam Reimbursement Intramural athletics Club Officers
12 Club Fair Tabling Beach Day Basketball Intramurals Bowling Night Soccer Intramurals Storke Tower
13 Department Events
14 Past Events
15
16
17 Undergraduate Actuarial Research Actuarial Research Projects: : AAA NCNU : Towers Watson : Solucia Inc : Towers Watson : CSAA : Towers Watson : Blue Shield CA : CSAA : Blue Shield CA
18 Undergraduate Actuarial Research
19 See you at ARC 2015-Toronto!
20 PROGRAM CHANGES C1, 1:30-1:50pm talk by Paul Embrechts, ETH Zurich Copula Theory and Applications: Quo Vadis? talk by N.D. Shyamalkumar is cancelled C1, 1:55-2:15pm talk by Patrick Brockett, UT Austin Optimal Capital Budgeting and Risk Management with Shared and Dependent Risks talk by Ed Furman is cancelled Cancellation: Poster #1 by Francisca Amoatemaa Title correction: A2, Retirement Panel. Talk by Craig Turnbull Market-Consistent Valuation of Pension Sponsor Support and its Use in Risk-Based Capital Assessment
21 ARC 2014 PHOTO: 10am Monday, following Professor Embrecht s talk Please arrive promptly at steps in front of UCEN building ARC 2014 EXHIBITS: Monday-Tuesday MCC Lounge open during breaks. ARC 2014 POSTER SESSION at Corwin East: Vote for the best posters! Presenters will be available to answer questions 5.10pm-6pm; voting from pm SEE NOTICE BOARD FOR PROGRAM/SPEAKER CHANGES WINE & CHEESE RECEPTION: pm Monday, Lagoon Plaza SPEED NETWORKING SESSION: pm Monday, Corwin West, Now closed Note: participants have 20 min to grab food, vote on posters and get their seat. WEDNESDAY WINE TOUR: Unfortunately full. A waitlist in case of cancelation. BUSES TO/FROM DOWNTOWN SANTA BARBARA: Monday evening. Leave campus: 6pm & 7.10 pm from Santa Rosa, 7pm from Manzanita Village circle Drop-off and pick-up places: Paseo Nuevo near California Kitchen & Wharf circle Pick-up times: 9pm and 10pm (about 15 minutes later at Paseo Nuevo) Buses will stop at Santa Rosa for people with cars at lot #3 and at Manzanita Village. EVENINGS: bring a sweater/jacket!
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