Centre for Actuarial Research
The ANU Centre for Actuarial Research (CfAR) was established in 2001 for the
purpose of promoting quality research into areas of current actuarial interest
and fostering important interconnections between the ANU graduate program in
actuarial studies and the members of the practicing actuarial profession. The
current director is
Professor Terry O'Neill
Affiliated Staff Members
Mr Aaron Bruhn Lecturer, FIAA
Mr Adam Butt Lecturer, FIAA
Ms Genevieve Hayes Lecturer, FIAA
Mr Timothy Higgins Senior Lecturer, FIAA
Dr Steven Roberts Associate Professor, AIAA
Mr David Service Senior Lecturer, FIAA
Staff research interests are listed at individual staff pages. Other academics within the School of Finance and Applied Statistics are involved in research that falls within the sphere of actuarial studies. A list of staff who are undertaking actuarial research and a summary of key research interests can be found here:
Actuarial Studies Research
Recent Publications (since 2007) of Affiliated Staff
Chapman, B., Higgins, T.S., Taylor, D., (2009) “Income contingent loans for mature aged training” Accepted for publication 13 July 2009, Australian Journal of Labour Economics, 12(2).
Higgins, T.S, Withers, G., (2009) “Community attitudes towards income contingent loans”. Accepted for publication 30 April 2009, Australian Journal of Labour Economics, 12(2).
Chapman, B., Higgins, T.S., (2009) “An income contingent loan for extending paid parental leave” Accepted for publication 14 May 2009, Australian Journal of Labour Economics, 12(2).
Butt, A., (2008), "Effect of AASB 119 'Employee Benefits' on Defined Benefit Superannuation Costs Recognised by Sponsoring Employers", Australian Actuarial Journal, 14(1), 97-170.
Chapman, B., Higgins, T., Lin, L., (2008) “Sharing the costs of parental leave: paid parental leave and income contingent loans”, Information Paper 91, June 2008, Committee of Economic Development Australia (CEDA).
Chapman, B., Higgins, T., (2008) “Paid parental leave” Policy Brief Issue 7, Crawford School of Economics and Government
Martin MA, Roberts S., (2008) “A regression approach for estimating multi-day adverse health effects of PM10 when daily PM10 data are unavailable”. American Journal of Epidemiology. 167: 1511-1517.
Roberts S, Martin MA. (2008) “A new approach for combining information available from multiple particulate air pollution monitors”. Journal of Exposure Science and Environmental Epidemiology. 18: 88-94
Martin MA, Roberts S. (2007) “Bootstrap and jackknife: Overview” in Encyclopaedia of Statistics in Quality and Reliability. Ruggeri F, Kenett R, Faltin BW (eds). John Wiley & Sons Ltd, Chichester,UK, pp 240-245
Roberts S, Martin MA. (2007) “A distributed lag approach to fitting non-linear dose-response models in particulate matter air pollution time series investigations”. Environmental Research. 104: 193-200.
Roberts S, Martin M. (2007) “Methods of Bias Reduction in Time Series Studies of Particulate Matter Air Pollution and Mortality”. Journal of Toxicology and Environmental Health. 70: 665-675.
Martin MA, Meyricke R, O'Neill T, Roberts S. (2007) “Breast conserving surgery versus mastectomy for survival from breast cancer – the Western Australian experience”. Annals of Surgical Oncology. 14: 157-64
Recent Presentations (since 2006) of Affiliated Staff
Date |
Title |
Event |
Presenter |
| June 2009 |
Expenditure in Retirement - Early experiences on an ARC linkage grant |
Institute of Actuaries of Australia Research Workshop, Sydney |
Higgins, T. (with Phillip Dewhurst) |
| April 2009 |
Stochastic Solvency Testing in Life Insurance |
Institute of Actuaries Biennial Conference, Sydney |
Hayes, G. |
| April 2009 |
The Funding of Closed Defined Benefit Schemes |
Institute of Actuaries Biennial Conference, Sydney |
Butt, A. |
Feb 2009 |
Retirement expenditure patterns |
Post Retirement Solutions for Super Funds 09, Strategies for member retention, Conexus Financial, Melbourne |
Higgins, T. (with Michael Rice)
|
Nov 2008 |
Mortality and the Economy |
FIRN Symposium on Superannuation and Retirement Planning |
Hayes, G. |
Sept 2008 |
Actuarial education at ANU. Addressing student skill deficiencies |
40th Anniversary of Actuarial Education in Australia Conference, Macquarie University |
Higgins, T. |
Aug 2008 |
Sharing the costs of parental leave |
Keynote speaker at CEDA Trustee Boardroom Luncheon, Melbourne |
Higgins, T. |
Aug 2008 |
Paid parental leave and income contingent loans |
Launch of Crawford School of Government Policy Brief Issue 7 |
Higgins, T. |
Aug 2008 |
Community Attitudes to Income Contingent Loans |
Workshop on Government Managing Risk through Income Contingent Loans, Crawford School of Economics and Government /ASSA |
Higgins, T. (with Glenn Withers) |
Aug 2008 |
Paid Parental Leave |
Workshop on Government Managing Risk through Income Contingent Loans, Crawford School of Economics and Government /ASSA |
Higgins, T. (with Bruce Chapman) |
Aug 2008 |
Mature Aged Training |
Workshop on Government Managing Risk through Income Contingent Loans, Crawford School of Economics and Government /ASSA |
Higgins, T. (with Dehne Taylor) |
May 2008 |
Expenditure needs and financial decision making |
Winter School for Business and Economics Journalists |
Higgins, T. |
2008 |
Obtaining improved estimates in time series studies of the association between particulate matter air pollution and mortality |
XXIVth International Biometric Conference, University College Dublin, Ireland |
Roberts, S |
Aug 2007 |
Dynamic microsimulations of Australian individuals and households at varying geographic scales |
1st general conference of the International Microsimulation Association, Vienna |
Cumpston, J.R. |
May 2007 |
An Income Contingent Loan for Child Care |
Demography Seminar Series, Australian National University |
Higgins, T. |
2007 |
Bootstrap model averaging in air pollution mortality time series studies |
Keynote Speaker: International Conference at Jiangxi University of Finance and Economics |
Roberts, S. |
2007 |
Time series investigations of the association between air pollution and mortality |
Demography Seminar Series, Australian National University |
Roberts, S. |
2007 |
Methods for bias reduction in air pollution mortality time series studies |
Department of Statistics, Queensland University of Technology |
Roberts, S. |
2007 |
Model selection in air pollution mortality time series studies |
Institute of Health and Biomedical Innovation, Queensland University of Technology |
Roberts, S. |
2006 |
Managing Risk: specific options for social progress |
GovNet International Conference, Australian National University |
Higgins, T. (with Bruce Chapman) |
2006 |
Bias reduction in air pollution mortality time series studies |
9th International Vilnius Conference on Probability Theory and Mathematical Statistics |
Roberts, S. |
July 2006 |
Effect of AASB 119 'Employee Benefits' on Defined Benefit Superannuation Costs Recognised in Sponsoring Employers' Financial Accounts |
14th Australian Colloquium of Superannuation Researchers |
Butt, A. |
Working Paper Series
Working Paper Series in Actuarial Studies
ARC Research grants
Years |
Grant Type |
Title |
Investigators |
2008-2011 |
Linkage Grant |
The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling.? |
TJ O’Neill, RD Terrell, AH Welsh, MA Martin, J Penm, S Roberts, T Higgins |
2008-2010 |
Discovery Grant |
Air pollution: do modern statistical model selection techniques make the silent killer speak too loud? |
M Martin, S Roberts |
2007-2010 |
Linkage Grant |
Expenditure needs and drawdown of retirement savings during later life: how important are demographic factors and financial resources ? |
TJ O’Neill, P McDonald, MA Martin, J Penm, J Temple, S Roberts, T Higgins |
2006-2008 |
Learned Academies Linkage Grant |
New Social Policy Approaches for Sharing Risk |
B Chapman, G Withers, T Higgins |
Current PhD Students (including staff)
|
Topic |
Aaron Bruhn |
Longevity risk |
Adam Butt |
The Funding of Closed Defined Benefit Schemes |
Richard Cumpston |
Dynamic microsimulations of Australian households |
Tim Higgins |
Theory, applications and costing of income contingent loans for income replacement |
Tungalag Lailan |
Disaster Re-Insurance versus Catastrophe Bond: What is the Suitable Option for Emerging Economies? |
David Service |
Disability Income Insurance |
Past PhD Students
|
Year of completion |
Topic |
Genevieve Hayes |
2009 |
Stochastic solvency testing in life insurance |
Haslifah Hasim |
2009 |
Revision Method of Human Life Value and Needs Analysis |
Felix Sun |
2006 |
Topics in asset and liability modelling for general insurance companies |
David Pitt |
2004 |
Actuarial models for the analysis of disability income insurance |
