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Department of Actuarial Studies

Staff Research Interests

Research Area of Interest
Staff Member

Actuarial websites

Jim Farmer

Adverse selection  

Piet De Jong

Annuities

Jim Farmer

Application of statistics to actuarial work

Timothy Kyng

Catastrophe insurance modelling

Jiwook Jang
Credibility Theory

Xian Zhou
Financial derivatives pricing

Jiwook Jang

Financial Mathematics

Timothy Kyng

Generalized linear modeling

Piet De Jong

Measuring credit/longevity/operational risk

Jiwook Jang

Mortality and morbidity of insured live

Leonie Tickle

Mortality forecasting

Piet De Jong
Leonie Tickle

Properties of graduation methods

David Westcott

Return to work modeling

Piet De Jong

Risk classification

Shauna Ferris

Runoff Triangle forecasting

Piet De Jong

Solvency regulation for financial institution

Shauna Ferris

State space modeling

Piet De Jong

Stochastic interest rate models

David Westcott

Stochastic Scheduling

Xian Zhou

Surrender value

Jim Farmer

Survival Analysis

Xian Zhou

Term Insurance

Jim Farmer