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Department of 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.

Date
 Title
 Speaker(s)
4 March 2009
 Dr Benjamin Avanzi
25 March 2009
 Innovation in the Australian actuarial profession: 40(+?) years of controversy and progress
 Peter Carroll
8 April 2009
 Managing Your Masters
 Martin Mulcare
15 April 2009
 Modeling dependence between loss triangles using copulas
 Professor Piet de Jong
29 April 2009
 Financial Crisis and Risk Management
 Professor Neal Stoughton
13 May 2009
 How to Destabilise the Financial System
 Shauna Ferris
27 May 2009
 Semiparametric Model for Prediction of Individual Claim Loss Reserving
 Dr Xian Zhou
8 July 2009
 Workplace Injuries and Job Flows

 Frank A Schmid
22 July 2009
 A Modern Approach to Group Risk Pricing and Credibility
 Hakop Pashayan
29 July 2009
 A closed-form solution for the continuous-time consumption model with
endogenous labor income		 Dr Aihua Zhang
5 August 2009
 A PDE Approach for Risk Measures for Derivatives With Regime Switching
 Associate Professor Tak Kuen Ken Siu
19 August 2009
 Actuarial Honours Students Seminar
 Luke Nichols, Janak Ramakrishnan, Charles Wang & Zhan Wang
2 September 2009
 Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance
 Associate Professor Christian-Oliver Ewald
30 September 2009
 Climate Change and Disaster losses
 Professor John McAneney
14 October 2009
 A way of pricing a longevity bond
 Dr Jiwook Jang
28 October 2009
 Forced Savings and Annuitisation with Cross-Subsidies: A
Mutation of the Beast		 Dr Sachi Purcal
4 November 2009
 Model Selection and Claim Frequency for Workers’ Compensation Insurance Dr David Pitt
11 November 2009
 Personality types of actuaries and accountants
 Associate Professor Leonie Tickle
25 November 2009
 Securitization of Motor Insurance Loss Rate Risks
 Dr Changki Kim
18 December 2009 - 3.30pm
 Seminar 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.