Actuary

Survival Models

Por qué: Lets you estimate lapse or mortality from a study where many policies are still in force, using Kaplan-Meier or Cox, instead of discarding the censored records.

Life Tables & Mortality

Por qué: Lets you choose and graduate a mortality table for a real portfolio, judging whether Gompertz-Makeham or a select table fits its experience, not just reading a published one.

Life Annuities

Por qué: Lets you value increasing and deferred annuities with commutation functions for a whole block, and spot when a payment-timing assumption moves the liability.

Loss Distributions & Severity

Por qué: Lets you build an aggregate loss model and price a deductible or limit using limited expected values, so you can quantify what a policy change does to expected losses.

Reserving Methods

Por qué: Lets you run chain-ladder, Bornhuetter-Ferguson and Cape Cod on a triangle and explain why they disagree, which is the core of the quarterly IBNR review.

Time Value of Money

Por qué: Lets you discount cash flows with spot and forward rates instead of one flat rate, so a liability valuation reflects the actual shape of the yield curve.

Interest Rate Models

Por qué: Lets you generate stochastic interest scenarios with Vasicek or CIR and see how a guarantee or long liability behaves when rates move, beyond a single deterministic path.