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Department of Applied Finance and Actuarial Studies

2009 Research Seminar Series

You are warmly invited to attend the following presentations as part of the Department of Actuarial Studies 2009 Seminar Series.

Unless otherwise indicated, the location will be E4A, Seminar Room 523 between 4pm to 5pm.

4 March 2009Dr Benjamin Avanzi
25 March 2009Innovation in the Australian actuarial profession: 40(+?) years of controversy and progressPeter Carroll
8 April 2009Managing Your MastersMartin Mulcare
15 April 2009Modeling dependence between loss triangles using copulasProfessor Piet de Jong
29 April 2009Financial Crisis and Risk ManagementProfessor Neal Stoughton
13 May 2009How to Destabilise the Financial SystemShauna Ferris
27 May 2009Semiparametric Model for Prediction of Individual Claim Loss ReservingDr Xian Zhou
8 July 2009Workplace Injuries and Job Flows
Frank A Schmid
22 July 2009A Modern Approach to Group Risk Pricing and CredibilityHakop Pashayan
29 July 2009A closed-form solution for the continuous-time consumption model with
endogenous labour income
Dr Aihua Zhang
5 August 2009A PDE Approach for Risk Measures for Derivatives With Regime SwitchingAssociate Professor Tak Kuen Ken Siu
19 August 2009Actuarial Honours Students SeminarLuke Nichols, Janak Ramakrishnan, Charles Wang & Zhan Wang
2 September 2009Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical PerformanceAssociate Professor Christian-Oliver Ewald
30 September 2009Climate Change and Disaster lossesProfessor John McAneney
14 October 2009A way of pricing a longevity bondDr Jiwook Jang
28 October 2009Forced Savings and Annuitisation with Cross-Subsidies: A
Mutation of the Beast
Dr Sachi Purcal
4 November 2009Model Selection and Claim Frequency for Workers' Compensation InsuranceDr David Pitt
11 November 2009Personality types of actuaries and accountantsAssociate Professor Leonie Tickle
25 November 2009Securitization of Motor Insurance Loss Rate RisksDr Changki Kim
18 December 2009 - 3.30pmSeminar will span areas of Finance, Accounting, and Actuarial Science.Professor Dilip Madan

The 2008 Seminar Series, 2007 Seminar Series, 2006 Seminar Series and 2005 Seminar Series are also available.