Department of Actuarial Studies and Business Analytics

Research output

Research output per year 1990 2020 2021 2022 2023 2024 2024

• 493 Article
• 49 Conference proceeding contribution
• 27 Chapter
• 8 Commissioned report
• 75 More
  • 8 Abstract
  • 8 Letter
  • 8 Review article
  • 6 Book
  • 6 Textbook
  • 6 Entry for encyclopedia/dictionary/reference book
  • 6 Editorial
  • 4 Book/Film/Article/Exhibition review
  • 3 Other report
  • 3 Conference abstract
  • 3 Paper
  • 3 Website contribution
  • 2 Meeting abstract
  • 2 Comment/opinion
  • 2 Other contribution
  • 1 Edited Book/Anthology
  • 1 Other chapter contribution
  • 1 Web publication/site
  • 1 Doctoral Thesis
  • 1 Master (Research) Thesis

Research output per year

Research output per year

Search results

• 2022

  Agility and excellence in business – A transdisciplinary capstone course on sustainability using the knowledge and skills of commerce

  Karunaratne, P. S. M., 2022, Shaping a sustainable future: innovative teaching practices for educating responsible leaders. Bustamante, S., Saltevo, E., Schmitz, M. & Martinovic, M. (eds.). Baden-Baden: Nomos Verlagsgesellschaft, p. 257-272 16 p. (Berlin School of Economics and Law – Research Series; vol. 72).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  Open Access

  File
  52 Downloads (Pure)

• Data analytics applications in the energy systems concerning sustainability

  Bagherzadeh, F., Winzar, H. & Behnia, M., 2 Apr 2022, Handbook of smart energy systems. Fathi, M., Zio, E. & Pardalos, P. M. (eds.). Cham: Springer, Springer Nature, p. 1-20 20 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • smart grid 100%
  • sustainability 49%
  • environmental economics 35%
  • literature review 33%
  • energy 32%

• Numerical solutions of stochastic control problems: Markov chain approximation methods

  Jin, Z., Tran, K. & Yin, G., 2022, Numerical Control: Part A. Trélat, E. & Zuazua, E. (eds.). Amsterdam: Elsevier, p. 233-264 32 p. (Handbook of Numerical Analysis; vol. 23).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Markov Chain Approximation 100%
  • Stochastic Control 73%
  • Approximation Methods 64%
  • Markov chains 64%
  • Continuous Time 57%
  2 Citations (Scopus)

• Optimal life insurance and annuity demand with jump diffusion and regime switching

  Zhang, J., Purcal, S. & Wei, J., 2022, Advances in econometrics, operational research, data science and actuarial studies: techniques and theories. Terzioğlu, M. K. (ed.). Cham, Switzerland: Springer, Springer Nature, p. 515-530 16 p. (Contributions to Economics).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Insurance Demand 100%
  • Jump Diffusion 92%
  • Annuities 84%
  • Regime Switching 81%
  • Life Insurance 76%
• 2021

  On modelling of crude oil futures in a bivariate state-space framework

  He, P., Binkowski, K., Kordzakhia, N. & Shevchenko, P., 2021, Mathematical and statistical methods for actuarial sciences and finance: eMAF2020. Corazza, M., Gilli, M., Perna, C., Pizzi, C. & Sibillo, M. (eds.). Cham: Springer, Springer Nature, p. 273-278 6 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Crude Oil Futures 100%
  • State Space 76%
  • Latent Factor Models 54%
  • Ornstein-Uhlenbeck Process 48%
  • Commodity Futures 43%
• 2020

  Climate change and extreme events: risk assessment of adaptation in Sydney

  Trück, S., Truong, C., Keighley, T., Liu, F. & Mathew, S., 2020, Industry and higher education: case studies for sustainable futures. Wood, L., Tan, L. P., Breyer, Y. A. & Hawse, S. (eds.). Singapore: Springer, p. 101-130 30 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Event Risk 100%
  • Extreme Events 94%
  • Climate Change 78%
  • risk assessment 72%
  • Risk Assessment 69%

• What is going on in digital health communities? A typology of support exchanges for cancer patients

  Abedin, B., Milne, D. & Erfani, S., 2020, Mobile technologies for delivering healthcare in remote, rural or developing regions. Ray, P. K., Nakashima, N., Ahmed, A., Ro, S-C. & Soshino, Y. (eds.). London: The Institution of Engineering and Technology (IET), p. 343-355 13 p. (Healthcare Technologies Series; vol. 24).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Reflection 100%
  • Health 92%
  • Public Health 90%
  • Disclosure 46%
  • Psychological Practice 43%
• 2018

  Statistical machine learning analysis of cyber risk data: event case studies

  Peters, G. W., Shevchenko, P. V., Cohen, R. D. & Maurice, D. R., 19 Feb 2018, Fintech: Growth and Deregulation. Maurice, D., Fairman, D. & Freund, J. (eds.). United Kingdom: Risk Books, p. 75-99 25 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Machine Learning 100%
  • Event Risk 25%
  • Risk Modelling 25%
  • Insurance Risk 24%
  • Operational Risk 21%

• The Heath-Jarrow-Morton model with regime shifts and jumps priced

  Elliott, R. J. & Siu, T. K., 2018, New methods in fixed income modeling: fixed income modeling. Mili, M., Medina, R. S. & di Pietro, F. (eds.). Cham: Springer, Springer Nature, p. 45-59 15 p. (Contributions to Management Science).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Heath-Jarrow-Morton Model 100%
  • Regime Shift 76%
  • Jump 70%
  • Regime Switching 68%
  • Forward Rates 51%

• Understanding cyber-risk and cyber-insurance

  Peters, G. W., Shevchenko, P. V. & Cohen, R. D., 19 Feb 2018, Fintech: Growth and Deregulation. Maurice, D., Fairman, D. & Freund, J. (eds.). United Kingdom: Risk Books, p. 303-330 28 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Insurance 100%
  • Mitigation 91%
  • Management Practices 72%
  • Cybercrime 61%
  • Risk Process 59%
• 2010

  A mixture price trend model for long-term risk management

  Fung, E. S., Ching, W. K. & Siu, T. K. K., Jun 2010, Business intelligence in economic forecasting: Technologies and techniques. Wang, J. & Wang, S. (eds.). Hershey, PA: IGI Global, p. 157-173 17 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • Risk Management 100%
  • Long-term Forecasting 24%
  • Long-term Forecast 23%
  • Financial Forecasting 23%
  • Efficient Estimation 22%
  1 Citation (Scopus)
• 2008

  Conflicted super structures: Are Australian investors being short-changed?

  Asher, A., 2008, Pension Fund Governance: A Global Perspective on Financial Regulation. Edward Elgar Publishing, p. 61-96 36 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  1 Citation (Scopus)
• 2007

  Ansett's superannuation fund: a case study in insolvency

  Ferris, S., 2007, Retirement provision in scary markets. Bateman, H. (ed.). Cheltenham, UK: Edward Elgar Publishing, p. 161-186 26 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

• Smoothing investment returns

  Asher, A., 2007, Retirement Provision in Scary Markets. Edward Elgar Publishing, p. 145-160 16 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
• 2006

  Pensions in Africa

  Asher, A., 2006, The Oxford handbook of pensions and retirement income. Oxford, U.K.: Oxford University Press, p. 816-836 21 p. (Oxford handbooks).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  1 Citation (Scopus)
• 2003

  Applying the Actuarial Control Cycle

  Bellis, C. & Shepherd, J., 2003, Understanding Actuarial Management: the actuarial control cycle. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney Australia: The Institute of Actuaries of Australia, p. 449-456 8 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Being Professional

  Bellis, C., 2003, Understanding Actuarial Management: the actuarial control cycle. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney Australia: The Institute of Actuaries of Australia, p. 7-33 27 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Case Study of a liquidity crisis: General American

  Ferris, S., 2003, Understanding Actuarial Management. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney: Institute of Actuaries of Australia, p. 1-7 7 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Case Study of the dangers of Inter-Affiliate Transactions: Monarch Life Insurance Company

  Ferris, S., 2003, Understanding Actuarial Management. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney: Institute of Actuaries of Australia, p. 1-3 3 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Empirical Studies of Common Factors in Insolvency

  Ferris, S., 2003, Understanding Actuarial Management. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney: Institute of Actuaries of Australia, p. 347-380 34 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Overview

  Bellis, C. & Shepherd, J., 2003, Understanding Actuarial Management: the actuarial control cycle. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney Australia: The Institute of Actuaries of Australia, p. 1-5 5 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Product Design

  Clarke, S., 2003, Understanding Actuarial Management: the actuarial control cycle. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney Australia: The Institute of Actuaries of Australia, p. 137-152 16 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Solvency

  Ferris, S., 2003, Understanding actuarial management: the actuarial control cycle. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney, NSW: The Institute of Actuaries of Australia, p. 347-386 40 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

• The American Savings and Loan (Thrift) Industry

  Ferris, S., 2003, Understanding Actuarial Management. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney: Institute of Actuaries of Australia, p. 1-9 9 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• The Context of Actuarial Work

  Shepherd, J., 2003, Understanding Actuarial Management: the actuarial control cycle. Bellis, C., Shepherd, J. & Lyon, R. (eds.). Sydney Australia: The Institute of Actuaries of Australia, p. 35-50 16 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter
• 2001

  Actuarial modelling

  Ferris, S. & Doble, A., 2001, Genetics in society 2001. Sydney, NSW: Institute of Actuaries of Australia, p. 59-74 16 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter
• 1990

  Cause of death and expectation of life: some international comparisons

  Pollard, J. H., 1990, Measurement and analysis of mortality. Vallin, J. (ed.). Clarendon Press, p. 269-291 23 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

  • international comparison 100%
  • cause of death 89%
  • life expectancy 87%
  • mortality 35%
  • indicator 14%
  17 Citations (Scopus)