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Department of Applied Finance and Actuarial Studies

2008 Research Seminar Series

You are warmly invited to attend the following presentations as part of the Department of Applied Finance and Actuarial Studies 2008 Seminar Series.

22 Feb 2008
The Institute's Support of Research, and Views from within Macquarie

Dr Ron Murnain

19 March 2008

The health cost of bicycle helmet legislation
Prof Piet de Jong

2 April 2008

Actuarial Bloopers and other interesting challenges......
John Wylie

16 April 2008

The OTHER Sub-prime Lending Crisis: the NSW Homefund Lending Scheme

Shauna Ferris

30 April 2008
Higher moments of annuities under i.i.d. interest rates
Jim Farmer
9 July 2008
A Cox Process with Log - Normal Intensity
Dr Sankarshan Basu
13 August 2008
Reserve Allocation in Insurance
Weihao Choo
27 August 2008
Option Pricing When the Regime-Switching Risk is Priced Dr Tak Kuen (Ken) Siu
10 September 2008
Potential Areas for Research in General Insurance
David Koob, Rosi Winn & Andy White
24 September 2008
Valuing Barrier Options using PDE's and the Method of Images
Timothy Kyng
8 October 2008
Model risk in claims reserving within Tweedie's compound Poisson models
Dr. Pavel V. Shevchenko
12 November 2008
Pitfalls in Prediction: Bootstrapping GLMs for Reserving Angela Tong
1 December 2008
Actuarial Education and Research in North America: A Personal Perspective
Professor Elias Shiu
19 December 2008 Securitisation of Longevity Risk: Measuring market price of risk and mortality risk premium with Wang Transformation using the least square method

Adverse Selection in Insurance Markets

Ruidong Zhang

Alex Zhang