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Department of Actuarial Studies

Research Papers

Research Papers Issued

No. Title Author(s) Size
2008
2008/01
 The Predictive Distribution for a Poisson Claims Model
 Glen Barnett and Angela Tong
 242KB
2008/02
 Vocation and Wisdom
 Anthony Asher
 63.4KB
2007
2007/01
 Integrating Insurance
 Anthony Asher
 343KB
2007/02
 Mean and dispersion modelling for policy claims
costs
 Gillian Z. Heller, D. Mikis Stasinopoulos,
Robert A. Rigby, Piet de Jong
 2.33MB
2007/03
 Measuring return–to–work in workers’ compensation
 Clare Bellis, BrianW.B. Chu, Piet de Jong and Gillian Heller
 135KB
2007/04
 Moments of the Accumulation of an Annuity under Independent Identically Distributed Interest Rates
 Jim Farmer
 87KB
2006
2006/01
 Auditing Daily Prices: Administrative and Investment Errors
 Anthony Asher and Rita Cham 320KB
2006/02
 Mortality projection based on the Wang transform (to appear in Astin Bulletin)

 Piet de Jong and Claymore Marshall
511 KB
2005
2005/01 Completion Rates of International Students Entering the Actuarial Program Jim Farmer 61KB
2005/02 State space models in actuarial science Piet de Jong 1,066KB
2005/03 The multi-binomial model and applications Tim Kyng 343KB
2005/04 Expanding the Geometric Mean Return Janagan Yogaranpan 84KB
2005/05 Volatility in Superannuation Assets and the Australian Age Pension Clare Bellis 105KB
2004
2004/01 Beyond Three Score Years And Ten: Prospects For Longevity In Australia Heather Booth and Leonie Tickle 367KB
2004/02 Assessing the Costs of Adverse Selection Piet de Jong and Shauna Ferris 225KB
2004/03 Forecasting General Insurance Liabilities Piet de Jong 305KB
2004/04 The Major Actuarial Challenges: a partly idiosyncratic view Anthony Asher 275KB
2004/05 Unfinished Accounting Issues in Financial Institutions: Modelling Fair Value and Prudence Anthony Asher 247KB
2004/06 Determining Capital: Messy Targets and Smoother Dividends Anthony Asher 259KB

A zip file containing the spreadsheet model for the above paper in Excel 2002 format Anthony Asher 540KB
2004/07 Extending the Lee-Carter methodology of mortality projection
De Jong, P. and Tickle, L (2006) “Extending the Lee-Carter model of mortality projection.”  Mathematical Population Studies 13:1-18.   ISSN 0889-84802.		 Piet de Jong and Leonie Tickle 462KB
2003
2003/01 The Future Aged: New Projections Of Australia's Elderly Population Heather Booth and Leonie Tickle 405KB
2003/02 Ansett's Superannuation Fund: A Case Study in Insolvency Shauna Ferris 564KB
2003/03 Term Insurance in Australia Jim Farmer 355KB
2003/04 Term Insurance Disclosure Issues Jim Farmer 190KB
2003/05 An Update on Life Insurance Company Web Sites Jim Farmer 153KB
2001
2001/01 Women and Retirement Savings Shauna Ferris and Diana Olsberg 417KB
2001/02 The Demise of Australian Motorists Shauna Ferris 183KB
2000
2000/01 Women Making Choices Shauna Ferris 165KB
2000/02 Increasing and Decreasing Annuities and Time Reversal Jim Farmer 26KB
1999
1999/01 Requirements of Surrender Value Formulae Jim Farmer 50KB
1999/02 Content and Useability of Australian Life Insurance Companies' Web Sites Jim Farmer 53KB