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Department of Applied Finance and Actuarial Studies

Past Research Seminar Series - 2010

Past Seminars

3 March 2010
Think PhD: Industry sponsorship in actuarial studies at Macquarie University
Dr Will Renner & Peter Warne
17 March 2010

Robust Loss Development Using MCMC

Frank A Schmid
31 March 2010
Research Problems in the Reinsurance Industry

David Maneval

28 April 2010
Dysfunctional Insurance Systems Shauna Ferris
5 May 2010
Potential Areas for Research in General Insurance
David Koob
12 May 2010 Analysis of Medical Expenditures by Panel Data Models Dr Xian Zhou
26 May 2010

Interest Rate Risk Management and Stochastic Ordering

Professor Elias Shiu
2 June 2010 Double shot noise process and its application in insurance

Dr Jiwook Jang

28 July 2010
Assessing the impact of suicide exclusion periods on life insurance Dr Paul Yip
4 August 2010
On the tail mean-variance optimal portfolio selection Professor Zinoviy Landsman
18 August 2010
The Evaluation of Barrier Option Prices Under Stochastic Volatility
Emeritus Professor Carl Chiarella
1 September 2010
Translation-invariant and positive homogeneous risk measures and optimal portfolio management
Professor Zinoviy Landsman
22 September 2010
Extensions of the Lee-Carter model for mortality projections
Professor Udi Markov
13 October 2010
A BSDE Approach to Convex Risk Measures for Derivative Securities
Associate Professor Ken Siu
27 October 2010
When too much is never enough: capital management for a mutual health fund in Australia 
Peter Carroll
17 November 2010
A benchmarking approach to optimal asset allocation for insurers and pension funds Dr. Bernard Wong
1 December 2010
Exponential Conditional Volatility Models
Professor Andrew Harvey