Professor Michael Sherris

• Insurance pricing, solvency and capital requirements
• Risk measures and application to premium rating and investment strategy
• Risk management strategies, risk linked securities
• Application of financial theory and option pricing theory to insurance and superannuation

Associate Professor John Evans

• Reliability of Market Predictions

Dr Bernard Wong

• Optimal Asset Allocation and Asset-Liability Management for Insurers and Pension Funds.
• Optimal, Realistic Dividend Strategies for Insurers and other Institutions
• Valuation and Risk Management of Long Term Guarantees.
• Martingale Methods and their Application in Actuarial Science.

Dr Sachi Purcal

• Asset and liability modelling, including optimal control approach
• Computable general equilibrium models in finance and insurance
• Insurance and retirement economics
• Application of financial economics to actuarial problems

Dr Changki Kim

• Insurance Risk Measurement
• Hedging Longevity Risks and Mortality Risks
• Risk Capital Allocation
• Modeling surrender/lapse rates
• Integrated RM/ALM
• Stochastic Duration
• Pricing derivatives in incomplete market

Dr Benjamin Avanzi

• Risk theory
• Optimal dividends (survival game context)
• Pensions
• Mathematical modeling in operations management

Dr Jinxia Zhu

• Insurance risk models and ruin theory
• Actuarial application of financial economics theory
• Mathematical finance