
Papers & Presentations
James G. Bridgeman
A Dual Version of
AssetLiability Risk Modeling University of St. Thomas, CAM Seminar, St. Paul April 15, 2016 StThomas.pdf UConn Math Department, Actuarial Science Seminar, Storrs Sept 14 & 21, 2015 ALMduality.pdf (41516 is better) Actuarial Research Conference, Toronto, August 7, 2015 arc2015beamer.pdf (41516 is better) Informal Outline of
ContinuousTime RiskNeutral Pricing UConn Financial Math Practitioners Forum October 7, 14 and 21, 2014 stochasticfinance.pdf Structure of the
CAPM Covariance Matrix UConn Math Department, Actuarial Science Seminar, Storrs, Sept. 10, 2014 uconnactuarial2014.pdf (slides) Actuarial Research Conference, Santa Barbara, July 14, 2014 arc2014beamer.pdf (slides) Interest Rate
Modeling With Random Regimes Actuaries Club of Hartford/Springfield, Hartford, May 21, 2014 HartfordActuariesRev.pdf (slides) Calibration of a
RegimeSwitching Interest Rate Model Actuarial Research Conference, Philadelphia, August 2013 arc2013beamer safe copy.pdf (slides) Combinatorics for
Moments of a Randomly Stopped Quadratic Variation Process Actuarial Research Conference, Winnipeg, August 4, 2012 arc2012.pdf (full paper) arc2012beamershow.pdf (slides) Esscher Approximation for Maximum Likelihood Estimates – Exploratory Ideas Actuarial Research Clearing House (ARCH) 2012.1 (with corrections at September 10, 2018) arc46article.pdf (full detail) UConn Math Department, Actuarial Science Seminar, Storrs, September 9, 2011 esscherlonger.pdf (some
detail) Actuarial Research Conference, Storrs, August 2011 esscher.pdf (brief outline) The Effect of
Global Warming on Financial Discounting Methodology (includes summary actuarial and financial engineering viewpoints) S.I.G.M.A. Seminar, UConn Math Dept, Storrs, October 2009 Actuarial Research Conference, Madison, July 2009 Illustrations of a
RegimeSwitching Stochastic Interest Rate Model with Randomized Regimes Actuarial Research Conference, Regina, August 2008 Regime Switching
Interest Rate Models UConn Math Department, Actuarial Science Seminar, Storrs, January 29, 2008 Moments of a
RegimeSwitching Stochastic Interest Rate Model with Randomized Regimes Actuarial Research Conference, more (more corrections and extensions at July 23, 2012) added (some corrections and extensions at August 12, 2008) ARC2007 (December 21, 2007 version submitted to Actuarial Research Clearing House (ARCH)2008.1) Integration of a
Regime Switching Model for Interest Rates with Randomized Regime Parameters UConn Math Department, Analysis and Probability Seminar, Random Switching Times Among Randomly Parameterized Regimes Of Random Interest Rate Scenarios Actuarial Research Conference, ARC2006(rev) (with November 3, 2006 revisions) ARC2006 (October 31, 2006 version submitted to Actuarial Research Clearing House (ARCH)2007.1) (PDF) Random Switching
Times To Randomly Selected Regimes Of Random Interest Rate Processes some illustrations UConn Math Department, Analysis and Probability Seminar, (EXCEL) Evolution of a Practitioner’s Regime Switching
Stochastic Interest Rate Model
Society of Actuaries Valuation Actuary Symposium, (PDF) (POWERPOINT) How Can You Make
Money At Life Insurance? How Would
You Know?
A presentation for the headquarters staff of Aetna International Inc., circa 1999 Value Creation In
Traditional Life Insurance Sales
From the Proceedings of the International Conference On
Insurance: The Momentous Millenium sponsored by the
Conference of Indian Industry, Stationary
Immunization Theory
Presented at the 26^{th} International Congress of
Actuaries, (PDF) Insurance Pricing
Principles Aetna International Inc. Policy Paper circa 1997 
