2009 Listed below are the research reports by the 2009 Scholarship recipients. Click on the recipient’s name to read their report: Andrew Ngai - An analysis of pricing and risk management aspects of products that insure against longevity risk Luke Nichols – Multimodel inference for reserving M. Scott Donald – Does trust law provide an appropriate foundation for governing superannuation? Florian Weltewitz – A model of the behaviour of interbank markets under asymmetric information 2008 Listed below are the research reports by the 2008 Scholarship recipients. Click on the recipients name to read their reports: Lyn McDougall - An Analysis of Superannuation Fund Default Option Callum Jones - Measuring West Australian House Prices: Methods and Implications
Listed below are the research reports by the 2009 Scholarship recipients. Click on the recipient’s name to read their report:
Andrew Ngai - An analysis of pricing and risk management aspects of products that insure against longevity risk
Luke Nichols – Multimodel inference for reserving
M. Scott Donald – Does trust law provide an appropriate foundation for governing superannuation?
Florian Weltewitz – A model of the behaviour of interbank markets under asymmetric information
2008
Listed below are the research reports by the 2008 Scholarship recipients. Click on the recipients name to read their reports:
Lyn McDougall - An Analysis of Superannuation Fund Default Option
Callum Jones - Measuring West Australian House Prices: Methods and Implications
2007
Listed below are the research reports by the 2007 Scholarship recipients. Click on the recipients name to read their reports:
Mathew Pollard - Bayesian value-at-Risk and the Capital Charge Puzzle
Aiden Hallett - The Impact of Electronic Message Board Takeover Rumours on the US Equity Market
Vinko Matic - The Impact of a Pandemic on Life Insurance
Jaan Simpson - A Discrete Time Renewal Risk Model with General Interclaim Times and its Application to Modelling Insurance Risk
2006
Listed below are the research reports by the 2006 Scholarship recipients. Click on the recipients name to read their reports:
Robert Sorbello - Analysis of Equity Release Products
Robyn Stuart - Robust Estimation of Dynamic Models with Unmodelled Errors: An Instrumental Variable Approach
2005
Listed below are the research reports by the 2005 Scholarship recipients. Click on the recipients name to read their reports:
Dan Antioch - Summary of Risk Calibration for Currency Options - Development and Application of a Calibration Methodology for value-at-Risk and the Greeks
Emily Tao - Summary of Analysis of Premium Liabilities for Australian Lines of Business
Joseph Clark - Summary of Comparison and Evaluation of Australian SuperannuationFunds- A Consumers Perspective
Tristan Boyd - What Determines Early Exercise of Employee Stock Options?
2004
Listed below are the research reports by the 2004 Scholarship recipients. Click on the recipients name to read their reports:
Phong Ngo - International Financial Regulation, Regulatory Risk and the Cost of Bank Capital: A Summary
Michael O'Neill - Principal Components Modelling of Mortality
Sam Killmier - Exploring Unknown Quantities: Development and Application of a Stochastic Catastrophe Model with Output and Sensitivities
Evan Reedman - An Examination of the Overreaction Anomaly: Implications for the Allocation of Investment Capital
2003
Listed below are the 2003 scholarship recipients:
Who was Brian Gray?
About the Brian Gray Scholarship Program and application process.