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Department of Applied Finance and Actuarial Studies

Research Students Projects

Student Thesis Title Principal Supervisor
Amir Armanious Associate Professor Geoff Loudon
Ao Lin
Dr Pitt David 
Brian Chu Development of a standard measure for Return-to-Work in Workers' Compensation Schemes Prof. Piet de Jong
Dennis Wellmann Efficient pricing of currency risk in emerging markets based on the difference in interest rate levels

Professor Stefan Trueck

Feng Liu Joint Model for Longitudinal and Event Data Analysis: Application in Credit Risk Assessment

Associate Professor Pitt David

Haijie (Jacky) Weng Return Based Analysis and Value at Risk of Asia-Focused Hedge Funds Professor Stefan Trueck
Jinhui Zhang Numerical Methods for Pricing American Put Options with Regime Switching and Jump. Dr Thomas Purcal
Ka Wai (Stanley) Choi The Role of Enforcement Strategy in Disclosure Regulations

A/Prof Sue Wright

Kai Zhang High frequency volatility in the Australian equity market. Dr De Mello Lurion 
Liang Wang Using Morality Swaps to Hedge the Longevity Risk in Reverse Mortgages Dr Xian Zhou
Martin Gurny Application and verification of methods for determination of probability of default within credit risk management

Professor Stefan Trueck

Nurin Asmuni Retirement Annuity Options for Malaysian Defined Contribution Plan Members Dr Sachi Purcal
Qian Zhao On the time-inconsistent investment and dividend problems Dr Xian Zhou
Rabihah Md.Sum Risk Management Decision Making: The Analytic Hierarchy Process Professor Piet de Jong
Sami Aoude Risk Premiums and Derivative Pricing in Electricity Markets

Prof Stefan Trueck

Shauna Diane Ferris Dr Purcal Thomas 
Shiu Fung Wong An Efficient Valuation of Participating Insurance Contracts Dr Xian Zhou
Syazreen Shair Population Ageing and Health care Dr Thomas Purcal
Thanh Truc Nguyen An investigation of bank risks in Southeast Asia during 1997-2010 Dr Egon Kalotay
Weihao Choo General risk framework Professor Piet de Jong
Xinxin Shang Assoc Loudon Geoffrey 
Yunping Chen Why firms prefer higher level of liquidity? Assoc Geoffrey Loudon