Department of Applied Finance and Actuarial Studies
Staff Research Interests
| Research Area of Interest |
Staff Member |
|---|---|
|
Actuarial websites |
|
|
Adverse selection |
|
| Agency Theory and Risk Management |
Elizabeth Sheedy |
|
Annuities |
|
|
Application of statistics to actuarial work |
|
| Asset Allocation in Finance & Insurance |
Ken Siu |
| Asset Allocation (Strategic, Tactical and Dynamic) |
Dan Daugaard |
| Asset Allocation with Changing Risk |
Rob Trevor |
| Asset and Liability Management for Life Insurance Companies |
Dan Daugaard |
| Asset Pricing |
Stefan Trueck |
| Basis Risk and Optimal Hedging |
Bernd P. Luedecke |
| Capital Markets |
|
| Catastrophe insurance modelling |
Jiwook Jang |
| Corporate Governance |
Ed Watts |
| Credibility Theory |
Xian Zhou |
| Credit Risk Modelling |
Ken Siu |
| Econometrics of Financial Markets |
Stefan Trueck |
| Equity and Fixed Income Risk Premia |
Dan Daugaard |
| Employee Share and Option Plans |
Elizabeth Sheedy |
| Energy Markets |
Stefan Trueck |
| Evaluating the performance of investment managers |
Phil Dolan |
| Executive Option Schemes |
Rob Trevor |
| Finance: Asset Pricing |
Geoff Loudon |
| Finance: Corporate Finance |
|
| Finance: Derivatives Pricing and Hedging |
|
| Finance: Finance Education |
Toomas Truuvert |
| Finance: Fisherian Economics in Corporate Finance Theory and Practice |
Toomas Truuvert |
| Finance: History of Economic Thought |
Toomas Truuvert |
| Finance: Portfolio Management |
Geoff Loudon |
| Financial derivatives pricing |
Jiwook Jang |
|
Financial Mathematics |
|
| Financial Risk Management |
Elizabeth Sheedy |
| Forecasting Financial Variables |
Ed Watts |
|
Generalized linear modeling |
|
| Hedging Long-Term Options |
Rob Trevor |
| Long-Term Returns and Risk |
Frank Ashe |
| Mathematical Finance |
Ryle Perera |
| Measuring and Managing Changing Risk |
Rob Trevor |
| Measuring credit/longevity/operational risk |
Jiwook Jang |
| Modelling Changing Correlations |
Rob Trevor |
| Monitoring, Measuring and Modifying the Market Risk on a Swaps Portfolio |
Bernd P. Luedecke |
|
Mortality and morbidity of insured live |
|
|
Mortality forecasting |
|
| Optimal Asset Allocation |
Frank Ashe |
| Optimal Portfolio Construction |
Dan Daugaard |
| Portfolio Performance Measurement |
Rob Trevor |
| Pricing and Hedging Financial and Insurance Risk |
Ken Siu |
| Pricing and Hedging GARCH and stochastic volatility options |
Rob Trevor |
| Private Wealth Management |
Steve Christie |
|
Properties of graduation methods |
|
| Real Estate Economics |
Stefan Trueck |
| Real Time Identification of Profitable Trading Opportunities |
Bernd P. Luedecke |
| Regime Switching Models |
Ken Siu |
| Research in Financial Economics |
Stefan Trueck |
|
Return to work modeling |
|
|
Risk classification |
|
| Risk Management (credit and operational risk) |
Stefan Trueck |
| Risk Management by Non-Financial Corporations |
Elizabeth Sheedy |
| Risk Management for Fund Managers |
Frank Ashe |
| Risk Measures and Management |
Ken Siu |
|
Runoff Triangle forecasting |
|
| Screened Investments (Ethical and Environmental) |
Dan Daugaard |
|
Solvency regulation for financial institution |
|
|
State space modeling |
|
| Statistical Underpinnings of Portfolio Theory |
Frank Ashe |
| Stochastic Finance |
Ken Siu |
|
Stochastic interest rate models |
|
| Stochastic Scheduling |
Xian Zhou |
|
Surrender value |
|
| Survival Analysis |
Xian Zhou |
|
Term Insurance |
|
| The Economics of the Fund Management Industry |
Phil Dolan |
| The Impact of Company Hedging Policies |
Shane Magee |