Department of Risk Management & Insurance
ARC 2017
Wednesday, July 26 – Saturday, July 29, 2017
The Department of Risk Management & Insurance of the J. Mack Robinson College of Business at Georgia State University is pleased to host ARC 2017, the 52nd Actuarial Research Conference.
Given the department’s legacy in actuarial education and its risk orientation, we are extremely proud to host ARC 2017 with the theme “Actuarial Research at the Crossroads: Transcending Disciplines.” Increasing amounts of data, global trends in climate, interest rates at or below the zero bound, changing regulatory frameworks, etc. make the actuarial profession evermore challenging. Meeting these challenges — and turning them into opportunities — calls on actuarial education and research to expand the actuarial toolkit and the scope of methods to answer pressing research questions. ARC 2017 will be a venue for actuarial educators, practitioners and researchers interested in these latest developments to exchange ideas and learn from each other.

Located in the heart of Atlanta, Georgia — one of the largest metropolitan areas in the southeastern United States and equipped with the largest airport in the world — the department is easily accessible from around the globe. And with various world-famous sights in walking distance to the conference facilities, the reviving downtown area makes for an attractive destination.
We look forward to welcoming you to Atlanta!
Conference Location
The conference will take place at Georgia State University’s Student Center, providing generous space for presentations, meals and breaks. The social program includes the welcome reception at the Center for Civil and Human Rights and the conference dinner at the Georgia Aquarium.
Contact Us
General Inquiries
Daniel Bauer
dbauer@gsu.edu
404-413-7490
Carmen Brown
cbrown4@gsu.edu
404-413-7461
Sponsorship Inquiries
David Buechner
dbuechner@gsu.edu
404-413-7816
Program
We are pleased to announce the following events for the ARC 2017 social program:
Welcome Reception : Wednesday, July 26
6:30-8:30pm | Welcome Reception at the Center of Civil and Human Rights, co-sponsored with the International Association of Black Actuaries |
Conference Day 1 : Thursday, July 27
Student Center, 55 Gilmer St NE
8:00-9:00am | Breakfast & Registration |
9:00-9:30am | Opening Remarks, SCE Auditorium |
9:30-10:30am | Plenary Session I, SCE Auditorium Christian Gollier, Toulouse School of Economics |
10:30-11:00am | Coffee Break |
11:00-noon | Plenary Session II, SCE Auditorium Damir Filipovic, EPFL and Swiss Finance Institute |
noon-1:15pm | Lunch |
1:15-2:45pm | Parallel Sessions A1-E1 (3 Presentations) |
2:45-3:15pm | Coffee Break |
3:15-4:45pm | Parallel Sessions A2-E2 (3 Presentations) |
6:00-7:30pm | ARC 2017 Basketball game (with hot dogs and burgers) (GSU Sports Arena, 125 Decatur St) |
Conference Day 2 : Friday, July 28
Student Center, 55 Gilmer St NE
8:00-9:00am | Breakfast & Registration |
9:00-9:15am | Welcome & Logistics, SCE Auditorium |
9:15-10:15am | Plenary Session III James Guszcza, Deloitte |
10:15-10:45am | Coffee Break |
10:45-12:15pm | Parallel Sessions A3-E3 (3 Presentations) |
12:15-1:45pm | Lunch with Presentations and Invitation to ARC 2018 Nancy A Braithwaite, Travelers CAS President Craig Reynolds, Milliman SOA Past President Bruce L Jones, Western University |
1:45-3:15pm | Panel Discussion on Analytics in Actuarial Science Edward W Frees, U Wisconsin Madison James Guszcza, Deloitte Rodrigo C Martinez, Georgia State University |
3:45-5:15pm | Parallel Sessions A4-E4 (3 Presentations) |
6:00-9:30pm | Conference Dinner Georgia Aquarium, 225 Baker St NW |
Conference Day 3 : Saturday, July 29
Student Center, 55 Gilmer St NE
8:00-9:00am | Breakfast |
9:00-10:30am | Parallel Sessions A5-D5 (3 Presentations) |
10:30-11:00am | Coffee Break |
11:00-12:30pm | Parallel Sessions A6-D6 (3 Presentations) |
12:30-1:30pm | Closing and Boxed Lunch |
Register to Attend
Sponsors

Call for Papers
The deadline to submit a paper was May 31.
Cost
- Full conference
- $250
- Student rate
- $125
- Single day
- $75*
- Conference dinner guest
- $75
*Includes breakfast and lunch but not the conference dinner.
Abstract Booklet
Invited Speakers
Damir Filipovic
Swissquote Chair in Quantitative Finance, Ecole Polytechnique Fédérale de Lausanne (EPFL); senior chair, Swiss Finance Institute
Damir holds a Ph.D. in mathematics from ETH Zurich and has been a faculty member of the University of Vienna, the University of Munich, and Princeton University. He also worked for the Swiss Federal Office of Private Insurance as co-developer of the Swiss Solvency Test. He is on the editorial board of several academic journals. His research focus is in quantitative finance and risk management.
Christian Gollier
professor of economics, Toulouse School of Economics
Christian co-created Toulouse School of Economics, one of the best departments of economics worldwide. He served there as director from 2009-2015. He has developed in-depth contacts and research partnerships with various industries in France and around the world, in particular with insurance companies, banks and the energy sector. His current fields of interest extend from decision theory under uncertainty to environmental economics through finance, investment, consumption theory, insurance economics and cost-benefit analysis, with a special interest for long-term (sustainable) effects.
View Christian's faculty page »
Jim Guszcza
senior manager, Deloitte
Jim is the U.S. chief data scientist of Deloitte Consulting and a member of Deloitte’s Advanced Analytics and Modeling practice. Jim has extensive experience applying predictive analytics techniques in a variety of public and private sector domains. He also has spearheaded Deloitte’s use of behavioral nudge tactics to more effectively act on model indications and prompt behavior change. Jim is a former professor at the University of Wisconsin-Madison business school, and he holds a Ph.D. in the philosophy of science from the University of Chicago. He is a fellow of the Casualty Actuarial Society and sits on its board of directors.
Committees
Scientific Committee
Committee Chair
- Samuel Cox, professor emeritus, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
Committee Members
- Andrew Cairns, director, Actuarial Research Centre, Heriot Watt University
- Ian Duncan, faculty, University of California at Santa Barbara
- Jed Frees, professor of risk and insurance, Wisconsin School of Business
- Jose Garrido, professor of mathematics and statistics, Concordia University
- Etienne Marceau, professor, Laval University
- Liang Peng, professor, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
- Michael Sherris, professor, Universite Laval
- Qihe Tang, F. Wendell Miller Professor, University of Iowa
- Emiliano Valdez, professor of actuarial science, University of Connecticut
- Shaun Wang, professor, Division of Banking & Finance, Nanyang Technological University
Local Organizing Committee
Committee Chair
- Daniel Bauer, New York Life Professor of Insurance, Georgia State University
Committee Members
- David Buechner, director, Risk Management Foundation, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
- Carmen Brown, business manager, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
- Samuel Cox, professor emeritus, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
- Liang Peng, professor, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
- Eric Ulm, clinical assistant professor, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
- George Zanjani, AAMGA Distinguished Chair in Risk Management and Insurance, Department of Risk Management & Insurance, Robinson College of Business, Georgia State University
Accommodations
On Campus Accommodations
On-campus accommodations are available for $37 a night at University Commmons.
The following hotels and inns are located near Georgia State University. Please call the hotel reservations office for the GSU rate. Please note that the listed rate may not always be available or may change without notice. Additional taxes or parking fees may apply.
The Ellis Hotel
176 Peachtree St. NW
GSU Rate: $139
Embassy Suites
267 Marietta St.
404-223-2300
GSU Rate: $135
The Glenn Hotel
110 Marietta St. NW
404-521-2250
GSU Rate: $129
Hilton Garden Inn Atlanta Downtown
275 Baker St. NW
404-577-2001
GSU Rate: $135
Hyatt Regency Atlanta
265 Peachtree St. NE
404-577-1234
GSU Rate: $129
Atlanta Marriott Marquis
265 Peachtree Center Ave.
404-521-0000
GSU Rate: $145
Ritz Carlton Downtown
181 Peachtree St. NE
404-659-0400
GSU Rate: $235
Driving Directions
From the North
Follow Interstate 75/85 southbound to Exit 249A (Courtland Street) and turn right onto Courtland Street. You will enter the campus after you cross Edgewood Avenue (at the seventh traffic light). The Student Center is at the corner of Courtland and Gilmer streets.
From the South
Follow Interstate 75/85 northbound to Exit 246 (Central Avenue/Fulton Street) and take the right fork following the signs to Fulton Street. At the first traffic light, turn right onto Fulton Street. Continue to the first light and turn left onto Capitol Avenue, which will change into Piedmont Avenue. You will enter the campus after you pass the Georgia State MARTA station on the right. The Student Center is at the corner of Piedmont Avenue and Gilmer Street.
From the East
Follow Interstate 20 Westbound to Exit 58A (Capitol Avenue) and turn right onto Capitol Avenue, which will change into Piedmont Avenue. You will enter the campus after you pass the Georgia State MARTA station on the right. The Student Center is at the corner of Piedmont Avenue and Gilmer Street.
From the West
Follow Interstate 20 Eastbound to Windsor/Spring Street. Stay in feeder road to the third traffic light and turn left onto Central Avenue. You will enter the campus at Decatur Street. Turn right onto Gilmer Street. The Student Center is at the corner of Gilmer Street and Piedmont Avenue.
Transit Directions
MARTA
Take East/West rapid-rail line (blue or green line) to the Georgia State Station. Exit station onto Piedmont Avenue. Walk right two blocks to Gilmer Street (you will cross over Decatur Street). Cross Piedmont and enter the Student Center at the corner of Piedmont Avenue and Gilmer Street.
Around Atlanta
Visitor Information
- Atlanta Convention & Visitors Bureau – Trip planning, entertainment and information for new residents moving to Atlanta
- MARTA – Metro Area Rapid Transit Authority
- Hartsfield-Jackson Atlanta International Airport
Weather Resources
National Sports Teams
Arts & Entertainment
- High Museum of Art – Modern art and antiquities
- Atlanta Botanical Garden – Indoor/outdoor gardens
- Fox Theatre – Historical theatre, arts and entertainment venue
- Rialto Center for the Arts – Arts, dance, music and theater
- Atlanta Ballet – Modern & classical ballet
- Atlanta Symphony – Modern art and antiquities, part of Woodruff Arts Center complex
- Zoo Atlanta – Gorillas, pandas, tigers and more
- Atlanta History Center – Historical homes, gardens, exhibits and more
- Atlanta Opera – Mainstage opera productions and excellent arts education programs for all ages
- Center for Puppetry Arts – A magical place where children and adults are educated, enlightened and entertained
- Martin Luther King Jr. Center and Memorial – Birth home museum, Ebenezer Baptist Church Museum, and National Park Services visitor center
- Carter Presidential Library and Museum – Tour museum and visit the archives
- Fernbank Museum of Natural History – Permanent and special exhibitions
- Georgia Aquarium – Exhibits, galleries, events and programs
- CNN Center – CNN Studio tour, shops, food and across from Centennial Park
- World of Coca-Cola – History of Coca-Cola, taste Coca-Cola flavors from around the world
- Six Flags Amusement Park – Rollercoasters, rides and attractions