Overview
Working Paper Series in Actuarial Studies
The Actuarial Studies Research Group at the Australian National
University is involved in research in the following areas:
- Extreme value theory applied to general insurance
- The efficiency of merger and acquisition activity in the financial
services market
- Valuation of fund managers and life insurers
- Investment mismatching in a member choice environment
- Modelling the Financial Marketplace
- Economies of Scale in the Financial Markets
- The influence of economic conditions on disability claims experience
- Australian demographic issues including mortality and fertility
- Funding of defined benefit superannuation funds
- Superannuation fund member behaviour
- Stochastic solvency in life insurance
- Expenditure needs and preferences among retirees
- Financial product development and longevity risk
- Income contingent loans
For additional information on actuarial research at ANU see the Centre for Actuarial Research
Contact
Professor Terry O'Neill or alternatively contact the
School
of Finance and Applied Statistics
Members of the Research Group
Professor Terry O'Neill
Mr Aaron Bruhn
Professor Michael Martin
Dr Steven Stern
Dr Steven Roberts
Mr Timothy Higgins
Ms Genevieve Hayes
Mr Peter Vouzas
Mr David Service
Dr Borek Puza
Mr Adam Butt
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