Active and Inactive Research

about
research
programming
insurance
Open projects.
Author

Stephen J. Mildenhall

Published

2022-01-20

Published Papers and Working Papers

  • A life insurance inspired model of cats bond pricing.
  • What we can learn from insurer’s participation decisions in the California Earthquake Authority.
  • Long term evolution of the insurance industry.
  • Insurer premium and loss dynamics.
  • Reserve development: bad methods or bad actors? (With George Zanjani, Lars Powell, Eren Cifci, Kenny Wunder, and Quanlong Liu)

Blog Post Ideas

  • Hash and digital signatures
  • Soup to nuts from FRED: employment in Goods Producing pct total regression…plot axis labels, extrapolating fit, what is the std error? Etc.
  • BLS data hierarchy
  • Finish R vs Python regression
  • S&P on a square. More points around edge of square for carto.
  • OpenGraph meta header creation and tester
  • Reference to Wacek paper needed
  • 2020 presentations needed
  • Check 2021 presentation
  • Links to all old presentations
  • Example with YAML and bibliography file (see dm in CAS/AR folder)

Cartograms

  • LP solver method of placement; cartogrammetry
  • PWT into Cartograms
  • Gridded data
  • Census data
  • Carto TODO list
    • What is a prepared geometry? How useful?
    • Spring apart method on small example
    • Easy “create from data without helper functions” version?
    • FIX peter’s projection!
    • On-the-fly: create a transformation - hexagons!
    • Penrose!!
    • Hexagons
    • Squares: need more resolution!
    • Other tilings and wall paper patterns
    • Pure Python working correctly…look at gridx
    • Gridded population input
    • Countries
    • Parallel production of multiple maps!
    • Output to deck…
    • Re-read original paper
    • Read new paper
    • DLL for new method
    • so LINUX for both methods
    • Blog progress!
    • Census data
    • GPU

Blog Mechanics

  • Documentation mirrored into Great
  • Line numbers for code
  • Section numbers?

Simple Manager

  • smf should take figure_format as an argument with default to class value

Perceptual Hash

Other

  • GDP per capita vs. capital stock by country
  • Cowan and Tabarrok Principles of Economcis Book
  • Tabarrok Why are the Prices so Damn High?
  • Effective Python blog posts
  • Setup publish: $env:PATH += ";c:\s\telos\blog" then publish FILENAME
  • Risk, leadership, management, analytics, quantifying qualitative considerations
  • Investment project
    • Data sources
    • Dashboard
    • Investment statement