Projects per year
Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit
Regime Switching
Mathematics
Markov processes
Engineering & Materials Science
Option Valuation
Mathematics
Model
Mathematics
Estimator
Mathematics
Panel Data
Mathematics
Mortality
Mathematics
Modeling
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Profiles
Farida Akhtar
- Department of Actuarial Studies and Business Analytics - Senior Lecturer
Person: Teaching and research
John Croucher
- Department of Actuarial Studies and Business Analytics - Professor of Management
Person: Teaching and research
Piet de Jong
- Department of Actuarial Studies and Business Analytics - Professor of Actuarial Studies
- Centre for Financial Risk
Person: Teaching and research
Projects 2006 2021
AntiPort - Educating the Public on the risks and prevention of Mobile Number Porting Scams
Trueck, S., Selby, J., Doche, C. & Boyd, M.
1/02/19 → 31/12/20
Project: Research
The nexus between Retirement Villages and Aged Care
Kyng, T., Pitt, D., Li, L., Jepsen, D., Bilgin, A., Zhang, J. & Purcal, T.
15/01/19 → 15/02/20
Project: Other
ARC - DP: Two-Price Quantitative Finance
Siu, T. K., Elliott, R. J. & Madan, D.
1/01/19 → 31/12/21
Project: Research
Research Output 1990 2019
A forecast reconciliation approach to cause-of-death mortality modeling
Li, H., Li, H., Lu, Y. & Panagiotelis, A., 2019, In : Insurance : mathematics and economics. 86, p. 122-133 12 p.Research output: Contribution to journal › Article › Research › peer-review
Cause of death
Mortality
Modeling
Reconciliation
Mortality rate
A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes
Li, J. & Liu, J., 2019, In : Scandinavian Actuarial Journal. 2019, 2, p. 97-112 16 p.Research output: Contribution to journal › Article › Research › peer-review
Mortality
Logistics
Projection
Modeling
Life Table
Assessing basis risk in index-based longevity swap transactions
Li, J., Li, J. S-H., Tan, C. I. & Tickle, L., Mar 2019, In : Annals of Actuarial Science. 13, 1, p. 166-197 32 p.Research output: Contribution to journal › Article › Research › peer-review
Swap
Hedging
Transactions
Feature Modeling
Structural Change
Prizes
Activities 2010 2019
Financial Risk Day 2019
P. Shevchenko (Organiser)2019
Activity: Participating in or organising an event › Organising a conference, workshop, ...
Optimal Annuitisation, Housing, Consumption, and Investment in Retirement under Expected Utility Stochastic Control Framework
P. Shevchenko (Speaker)2019
Activity: Talk or presentation › Invited talk