Publications
about
publications
Journal articles, books, popular press, and working papers.
1.
Mildenhall, S.J.: Pricing Seasonal Peril Catastrophe Bonds: A Simplified Approach. Variance. 16, 1–12 (2023)
2.
Mildenhall, S.J.: Similar Risks Have Similar Prices: A Useful and Exact Quantification. Insurance: Mathematics and Economics. 105, 203–210 (2022). https://doi.org/10.1016/j.insmatheco.2022.04.006
3.
Mildenhall, S.J.: Actuarial Geometry. Risks. 5, (2017). https://doi.org/10.3390/risks5020031
4.
Mildenhall, S.J.: A Note on the Myers and Read Capital Allocation Formula. North American Actuarial Journal. 8, 32–44 (2004)
5.
Mildenhall, S.J.: Application of the Option Market Paradigm to the Solution of Insurance Problems, Review of M. Wacek. Proceedings of the Casualty Actuarial Society. 1–22 (2000)
6.
Mildenhall, S.J.: A systematic relationship between minimum bias and generalized linear models. Proceedings of the Casualty Actuarial Society. LXXXVI, 393–487 (1999)
7.
Mildenhall, S.J.: Cycles in a product of elliptic curves, and a group analogous to the class group. Duke Mathematical Journal. 67, 387–406 (1992). https://doi.org/10.1215/S0012-7094-92-06715-9
8.
Mildenhall, S.J.: A Multivariate Bayesian Claim Count Development Model With Closed Form Posterior and Predictive Distributions. Casualty Actuarial Society Forum. Winter, 1–48 (2005)
9.
Mildenhall, S.J.: Correlation and Aggregate Loss Distributions With An Emphasis On The Iman-Conover Method. Casualty Actuarial Society Forum. Winter, (2005)
10.
Mildenhall, S.J.: Discussion of Generalized Minimum Bias Models by L. Fu and C.S. Wu. CAS Forum. Winter, 122–125 (2005)
11.
Mildenhall, S.J., Major, J.A.: Pricing Insurance Risk: Theory and Practice. John Wiley & Sons, Inc. (2022)
12.
Goldfarb, R.: Fairness for Insureds and Investors. Actuarial Review. 49(6), 40–41 (2022)
13.
Dhaene, J.: Book review: Pricing insurance risk - Theory and practice. European Actuarial Journal. 13, 491–493 (2023). https://doi.org/10.1007/s13385-023-00344-6
14.
Mildenhall, S.J.: The Bailey-Simon Method. Wiley StatsRef: Statistics Reference Online. 1–14 (2014). https://doi.org/10.1002/9781118445112.stat04720
15.
Mildenhall, S.J.: Equilibrium Risk Pools in a Regulated Market With Costly Capital. In: World risk and insurance economics congress. pp. 1–32 (2020)
16.
Mildenhall, S.J.: aggregate: Frequency-Severity Distributions Made Easy. Actuarial Review. 50(3), 31–34 (2023)
17.
Mildenhall, S.J.: Bailey and Simon Minimum Bias Reexamined, Part 2. Actuarial Review. 48(3), 46–49 (2021)
18.
Mildenhall, S.J.: Bailey and Simon Minimum Bias Reexamined, Part 1. Actuarial Review. 47(6), 38–40 (2020)
19.
Mildenhall, S.J.: Programming Your Career. Actuarial Review. 46(1), 44–47 (2019)
20.
Mildenhall, S.J.: The Future of Credentialing for Catastrophe Risk. The Casualty Actuarial Society Roundtable. July 19, (2019)
21.
Mildenhall, S.J.: The Re-Arrangement Algorithm. Actuarial Review. 45(1), 52–55 (2018)
22.
Mildenhall, S.J.: In Praise of Value at Risk. Actuarial Review. 44(6), 48–50 (2017)
23.
Mildenhall, S.J.: The Coming Revolution in Actuarial Modeling—Election Day Lessons for the Predictive Data Analyst. Actuarial Review. 44(1), 38–43 (2017)