Skip to Content

Completed Research Projects

Project Name Staff Members
Regulation of Financial Plans and Allocated Pensions (CIFR - E045)

RMI Credit Rating Research Grant (Risk Management Institute, National University of Singapore - 2010)
  • Associate Professor Ken Siu (Department of Applied Finance and Actuarial Studies)

Prospects for Longevity in Australia (Actuarial Research Grants of Australia - 2010)

Estimated Life Expectancy for Aboriginal and Torres Strait Islander Australians (Actuarial Research Grants of Australia - 2010)
  • Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies)
  • Professor Richard Madden (University of Sydney)
  • Professor Lisa Jackson Pulver (University of NSW)
  • Professor Ian Ring (University of Wollongong)

Capital Issues for a Mutual Health Fund in Australia (Australian Actuarial Research Grant - 2011)

Stochastic Scheduling for Production and Delivery of Perishable Products with Imperfect Information (ARC Discovery 2010-12)

Enhanced Models of Disability and Medical Costs (Australian Actuarial Research Grant - 2011)

Actuarial Applications of Model Selection Strategies using the Gibbs Sampler (Australian Actuarial Research Grant - 2011)

Fair Valuation of Modern Insurance Products under GARCH-type Models: From Market Risk to Mortality Risk (Australian Actuarial Research Grant - 2011)

Premium Liability Estimation and Reserving (Australian Actuarial Research Grant - 2011)

Approved Security in Retirement: Forecasting and Managing Macro Investment Risks (ARC Discovery 2009-2010)

Managing the risk of price spikes, dependencies and contagion effects in Australian electricity markets (ARC Discovery 2010-12)

An evaluation of the forecasting performance of the Poisson Common Factor Model (Institute of Actuaries of Australia Grant)

Developing an Excel spread sheet tool for local governments to prioritise investment in climate adaptation (NCCARF Adaptation Grant Scheme)

Developing an operational risk capital model (with Commonwealth Bank of Australia)