Brian Hey prize

The Brian Hey prize was established in 1998. Brian Hey was a senior and respected UK actuary who worked in general insurance. His family and employer donated funds on his death to further actuarial research. The £1,500 prize is available for the best paper submitted to each year's GIRO conference. The prize will only be awarded if papers of sufficient merit are received to warrant giving a prize. The prize will be announced and presented to the authors at the GIRO conference. The GIRO committee will evaluate papers and will decide on any prize winner(s). The committee's decision is final.

Download submissions for the Brian Hey Prize 2013:

Reversible Jump Markov Chain Monte Carlo method

A Report from GIRO Advanced Pricing Techniques (APT) Working Party

Ruin Theory Starter Kit #1

Solvency II Technical Provisions for General Insurers

Download submissions for the Brian Hey Prize 2012:

Triangle-Free Reserving 

The Financial Crisis

Reserving on a contract-by-contract basis

Reinsurance Structure and Shareholder Value

Practical Issues in the Solvency II Internal Model Approval Process (IMAP) for General Insurance Actuaries 08/2012

Game Theory in General Insurance 

Catastrophe Model Blending 

Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness

Back-Testing the ODP Bootstrap of the Paid Chain-Ladder Model with Actual Historical Claims Data 

 

The following papers have been awarded the Brian Hey prize:

2013

Susan Dreksler (Chair) and members of the Solvency II Technical Provisions Working Party for  Solvency II Technical Provisions for General Insurers

2012

Pietro Parodi for Triangle-Free Reserving 

2011

Joseph Lo for Extending the Mack bootstrap

2010

Agrotosh Mookerjee (chair) and members of the Working Party for Crop Micro Insurance

2009

Mark Rothwell (chair) and members of Working Party for Winner's curse

2008

J B Crozet (chair) and members of Working Party for Integrating pricing and capital modelling

2007

Mark Flower (chair) and members of Working Party for Reinsurance counterparty credit risks

2006

Graham Fulcher (chair) and members of Working Party for Catastrophe modelling

2005

Anthony Williams (chair) and members of Working Party for Periodical payments and the Courts Act

2004

Julian Lowe (chair) and members of Working Party for UK asbestos - the definitive guide

2003

Nick Line (chair) and members of Working Party for The cycle survival kit. An investigation into the reserving cycle and other issues

2002

Ana Mata, Brian Fanin, Mark Verheyen for Pricing excess of loss treaty with loss sensitive features: an exposure rating approach