Research in Actuarial Studies

Overview

The Actuarial Studies group operates within the Research School of Finance, Actuarial Studies and Statistics (RSFAS) and has a diverse range of interests that involve collaboration with colleagues in a number of disciplines including economics, finance, demography and statistics. This research is published in leading domestic and international journals. Staff regularly participate at top international and domestic conferences including the Actuaries Summit, the Financial Services Forum and the Australasian Actuarial Education and Research Symposium in Australia along with the International Congress of Actuaries, International Actuarial Association meetings globally and the Actuarial Research Conference series in the US.

 

Student writing notes

Research areas

  • Actuarial education
  • Demographic forecasting
  • Financial planning
  • Income contingent loans
  • Life insurance
  • Long-term care
  • Markov chain Monte Carlo methods
  • Microsimulation modelling
  • Mortality modeling and longevity
  • Superannuation and retirement income modelling and policy

The research agendas of individual members of staff typically span multiple areas, and the group is responsive to the evolution of the discipline. Details of each academic's research agenda can be obtained from their respective staff webpage. These webpages also provide links to recent publications and working papers.

While research students are encouraged to pursue a thesis along the lines listed above, they are not limited to these areas. Further information is available regarding admission to the Actuarial PhD program.

Data sources

The School has access to an extensive array of financial and economic data via subscriptions to databases including, but not limited to, Compustat, CRSP, I/B/E/S, Datastream and Worldscope.  

Seminar series

The School hosts an active seminar series with regular seminars from leading international and domestic academics. In addition to the seminar series, the School holds regular Brown Bag seminars that give both Staff and Students the opportunity to solicit feedback on their current research. The Actuarial Studies group co-hosts an annual research camp that is held in December of each year.

Contact information

Further information regarding research in statistics can be obtained by contacting Dr Tim Higgins or, alternatively, via the RSFAS Office.

Updated:   23 August 2018 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team