Universities | Other organisations

Details of actuarial research activities in the following universities can be obtained from the addresses given.

Dr Vladimir Kaishev
Faculty of Actuarial Science and Insurance, Cass Business School, City University, 106 Bunhill Row, London EC1Y 8TZ
v.kaishev@city.ac.uk
The Faculty's research interests include: Dynamic Mortality Modelling, Lee-Carter Modelling; Mortality Projection and Related Studies; Ogden Tables and Personal Injury Compensation Modelling; Competing Risk Models in Life Insurance; Health Insurance and Health Care Systems; Dependence Modelling in Life Insurance; Copulas and other Dependent Risk Models; Stochastic Reserving in General Insurance; Risk and Ruin Theory; Solvency, Risk Measures and Capital Allocation; Operational Risk Modelling; Optimal Reinsurance; Spline-Functions in Actuarial Science and Statistics; Stochastic Pension Fund Modelling; Option Pricing Methods in Finance and Life Insurance; Optimal Control of DC and DB Pension Plans; Pricing of General Insurance in Competitive Markets; Probabilistic Networks in Forensic Science, DNA Mixture Separation Models.

Dr Shane Whelan
Department of Statistics and Actuarial Science, University College Dublin, Belfield, Dublin 4, Ireland
shane.whelan@ucd.ie
The Department's research interests are capital market asset pricing, pension fund investment strategy, mortality and morbidity, and actuarial science in general.

Professor Andrew Cairns
Department of Actuarial Mathematics and Statistics, School of Mathematical and Computer Sciences, Colin Maclaurin Building, Heriot-Watt University, Riccarton, Edinburgh EH14 4AS
A.Cairns@ma.hw.ac.uk
The School's research activities include: Quantitative Risk Management, Copulas, Credit Risk, Modelling and Management of Longevity Risk, Life Assurance Solvency, Life Office Modelling, Genetics and Insurance, Stochastic Pension Fund Modelling, Income Protection Insurance, Risk Theory, Model Uncertainty, Financial Risk Management, Derivative Pricing and Hedging, Asset Liability Modelling, Interest Rate Modelling, Finance and Insurance Interface.

Dr Nick Heard
Department of Mathematics, Huxley Building, Imperial College London, 180 Queen's Gate, London SW7 2BZ
n.heard@imperial.ac.uk
The Department's research contribution is mainly under Professor David Hand. He has been collaborating with Dr Chris Holmes and Dr Alex Pintore of Oxford, on a project with the overall title of "Modern statistical approaches to increment/decrement models" funded by the EPSRC and the Institute of Actuaries under the "Quantitative Finance, 3rd Round: Analytic tools for the actuary of the future initiative". This work has led to several significant extensions to the Lee-Carter approach to modelling and forecasting mortality. Several papers are currently in preparation.
Professor Hand received a joint grant from the EPSRC, the ESRC, and the Institute of Actuaries to run the "Quantitative Financial Risk Management Centre" from Imperial College's new Institute for Mathematical Sciences. The Centre is a consortium involving Imperial College, Southampton University, and Edinburgh University, and is focussed on risk management in the personal financial services sector. The Centre's website is www.imperial.ac.uk/mathsinstitute/quantfinrisk

Christopher O'Brien
Director, Centre for Risk and Insurance Studies, Nottingham University Business School, Jubilee Campus, Wollaton Road, Nottingham NG8 1BB
Christopher.O'brien@nottingham.ac.uk
The Centre undertakes research on life and non-life insurance, pensions and risk management.
In particular, they do research on the economics of insurance and the operation of insurance markets; risk and risk management generally; financial regulation; risk in financial institutions; pensions; risk and accounting. They run the UK Insurance Economists' conference around Easter and hold a seminar in London in the autumn.
For further information about activities see:
CRIS Homepage
CRIS Discussion Papers Series
CRIS Research reports and other papers

Professor Michael Sherris
School of Actuarial Studies, Faculty of Business (incorporating AGSM), The University of New South Wales, UNSW, Sydney, 2052, Australia
m.sherris@unsw.edu.au
The Faculty's research interests are in the areas of risk management and modelling including optimal control, pricing, capital, investment strategy, incomplete markets, frictional costs, insurance market model assumptions, dependence, economic models (supply/demand), risk management, economic valuation, credit risk, and retirement and health including de-cumulation, product design.
Research working papers
Annual UNSW Actuarial Research Symposium, 31 October 2008

Professor Rob Thomson
School of Statistics and Actuarial Science, University of the Witwatersrand, Private Bag 3, WITS 2050, SOUTH AFRICA
rthomson@icon.co.za
My current research interests are: the pricing of liabilities of long-term financial institutions; the stochastic modelling of the assets and liabilities of such institutions; and burial societies in South Africa.

Dr Susan Pitts
Statistical Laboratory, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge CB3 0WB
S.Pitts@statslab.cam.ac.uk

Professor Ken Shackleton
Department of Accounting & Finance, 65-73 Southpark Avenue, University of Glasgow, Glasgow G12 8LE
K.Shackleton@accfin.gla.ac.uk

Andrew James
Institute of Mathematics, Statistics and Actuarial Science, Cornwallis Building, University of Kent, Canterbury, Kent CT2 7NF
a.james@kent.ac.uk

Professor Lane Hughston
Department of Mathematics, King's College London, The Strand, London WC2R 2LS
lane.hughston@kcl.ac.uk

Dr Pauline Barrieu/Dr Angelos Dassios
London School of Economics and Political Science, Houghton Street, London WC2A 2AE
P.M.Barrieu@lse.ac.uk
A.Dassios@lse.ac.uk

Dr Mary Lunn/Dr Matthias Winkel
Department of Statistics, University of Oxford, 1 South Parks Road, Oxford OX1 3TG
mlunn@stats.ox.ac.uk winkel@stats.ox.ac.uk

Dr Douglas Andrews
School of Mathematics, University of Southampton, Southampton SO17 1BJ
da1s07@soton.ac.uk

Professor Mary Hardy
Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario N2L 3G1, CANADA
mrhardy@uwaterloo.ca

Other organisations

Engineering and Physical Sciences Research Council
The UK Government's leading funding agency for research and training in engineering and the physical sciences.
Contact: Dr Katharine Bowes, EPSRC, Polaris House, North Star Avenue, Swindon SN2 1ET
Katharine.Bowes@epsrc.ac.uk

Economic and Social Research Council
Funds research and training in social and economic issues.

Association of British Insurers
The trade body for the UK insurance industry

Isaac Newton Institute for Mathematical Sciences, Cambridge
A national and international visitor research institute. It runs research programmes on selected themes in mathematics and the mathematical sciences with applications in a very wide range of science and technology

Actuarial Research Centre of Australia (ARCA), Institute of Actuaries of Australia
A project to discover ways of integrating and developing the resources devoted to research on the financial and social effects of ageing on individuals, institutions and government.

Society of Actuaries
Locate research projects by area of practice and find out about SOA & CKER research activity. The most current projects are also listed. Historical data on important research initiatives.

Casualty Actuarial Society
Advancing the body of knowledge of actuarial science applied to property, casualty and similar risk exposures

Lloyd's Tercentenary Foundation
Objective: To fund education and research in the fields of medicine, science, safety the environment and engineering

Financial Services Research Forum
Objective: The Forum brings together leading financial services organisations and academics to engender top-quality, cutting edge research in the area of financial services strategy and management. The Forum enjoys the support of a wide range of financial services organisations.