RSFAS summer research camp

We host an annual research camp at various locations including the Murramarang Resort, near Batemans Bay on the NSW South Coast and Peppers Craigieburn in Bowral. The camp involves the presentation of leading research in Actuarial Studies, Finance and Statistics in an informal workshop environment. The camp attracts leading international and domestic academics.

Highlights from the 2018 camp

  • David Reeb (National University of Singapore): 'Dissecting Innovation'
  • Benjamin Avanzi (University of New South Wales): ‘Modelling insurance claim counts and reporting delays with Cox processes’
  • Rong Chen (Rutgers University): 'Approaches to Analyzing Modern Time Series'
  • Ali Akyol (University of Melbourne): 'How Does the Market React When Shareholders Lose Power?'
  • Olesya Grishchenko (Federal Reserve Bank): 'Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press'
  • Rui Zhou (University of Melbourne): 'Evaluating Effectiveness of Rainfall Index Insurance'
  • Jingyuan Chang (Southwestern University of Finance and Economics): 'High-dimensional statistical inferences with over-identification: confidence set estimation and specification test'
  • Elisabeth Kempf (University of Chicago Booth School of Business): 'Partisan Professionals: Evidence from Credit Rating Analysts'
  • Jeff Gebler (Milliman): 'Portfolio formulation for Superannuation Funds under real-world objectives'
  • Garvesh Raskutti (University of Wisconsin–Madison): 'Estimation and testing for time series network models'
  • Mogens Steffenson (University of Copenhagen): 'Consumption-Investment-Insurance Problems'
  • Dan Li (The Chinese University of Hong Kong, Shenzhen): 'Does Stock Market Liquidity Affect Real and Accrual-Based Earnings Management?'
  • Shikha Jaiswal (University of NSW): 'Connections and Conflicts of Interest: Investment Consultants’ Recommendations or Do Funds Mask Distribution fees as Brokerage Commissions?'
  • Greg Taylor (University of NSW): 'The long road to enlightenment. Loss reserving models from the past, with some speculation on the future'
  • Pauline O’Shaughnessy (University of Wollongong): 'The Role of Statistics in Data Masking: Case study for Smart Electricity Meters'
  • Lingbing Feng (JiangXi University of Finance and Economics): 'Analysis on China's air pollution data based on multivariate functional clustering methods'
  • Guangming Pan (Nangyang Technological University): 'PCA under large dimension'
  • RSFAS Internal Sessions:
    • The BOJ Large-scale Purchases of Equity Index ETFs: Float Reduction and its Impact on Market Frictions, by Takeshi Yamada
    • Broker network structure and stock liquidity, by Geoff Warren and Wai-Man (Raymond) Liu
    • Category thinking in financial market, by Xin Liu
    • Media Exposure and Stock Market Participation, by Kun Li
    • Shareholder litigation risk and listing gap, by Nhan Le
    • The Decline of Too Big To Fail by Antje Berndt
    • Teaching ethics and professionalism in university actuarial education by Aaron Bruhn
    • Modelling of electricity prices using nearly alpha-stable processes by Boris Buckmann
    • End of life care in Residential Aged Care Facilities: Present and Future by Wai-Man (Raymond) Liu
    • Sample design for analysis by Robert Clark
    • Political connection and peers by Le Zhang
    • Gender disparities in retirement: lifetime aged pension liabilities using stochastic mortality assumptions with case studies illustrating policy options by Jananie William
    • Dependence Modelling with Weak Subordination of Lévy Processes by Kevin Lu
    • Using copulas for the projection of lifetime income by Tim Higgins

See the full 2018 camp schedule (PDF, 490KB).

Updated:   17 April 2019 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team