Aris Stavrou

Thesis: Electricity Risk Models: A review

Supervisor: Professor Michael Sherris

Aris has been at PricewaterhouseCoopers Actuarial since graduating from UNSW, working in their general insurance practice. He has worked on projects for major industry participants, involving dynamic financial analysis (DFA), premium rating, risk margins and outstanding claims valuations. He is currently completing his Part III fellowship  subjects.

Kelvin Chun Kit Mo

Thesis: Ruin Probabilities with Dependent Claims

Supervisor: Associate Professor Emiliano Valdez

Kelvin is currently working as a Senior Analyst, Diversified Institutions Division at the Australian Prudential Regulation Authority, and is mainly responsible for:

• monitoring the financial position and outlook of financial institutions;
• assessing risks inherent in institutions' activities and the control systems used to mitigate them;
• managing problem situations and at-risk institutions;
• and enforcing directions to protect beneficiaries.

He currently supervises about $3 billion of assets on behalf of policyholders and superannuation fund members in the wealth management industry.

He qualified as a Fellow of the Institute of Actuaries of Australia in 2006.

Read his thesis, Ruin Probabilities with Dependent Risks.

Christian Sutherland-Wong

University Medal Recipiant

Thesis: A Comparison of Methods for APRA's General Insurance Capital Requirements

Supervisor: Professor Michael Sherris

After completing his honours in Actuarial studies, Christian joined Bain & Co., a leading management consulting firm. He has worked for Bain in the Sydney and San Francisco offices.

Andrew Chernih

Thesis: Impact of Proximate Public Assets and Infrastructure on Sydney Residential Property Prices

Supervisor: Professor Michael Sherris

Andrew worked at an insurance pricing consultancy after completing his honours year. Currently he is doing some travelling and some actuarial consulting work for one of Europe's largest banks. He is actively involved in some actuarial research projects and expects to present a paper at the IME conference in Leuven, Belgium in July 2006.

Vincent Victor Chandra

Thesis: Capital Management and Frictional Costs in Insurance

Supervisor: Professor Michael Sherris

Victor Chandra has been working as a Risk Modelling Analyst for the Australian Prudential Regulation Authority since graduating from his UNSW degree in 2004. His role encompasses analysing financial models in various industries including credit, market and operational risks in the banking sector and asset/liability modelling in insurance.

Since graduating in 2004, Victor has taken some time-off in his studies during 2005 by travelling around Europe (...and applying his actuarial skills in the poker world). He is now back in the study groove and completing his Fellowship exams at the Institute of Actuaries Australia.

Email Victor.

Andrew Tang

Thesis: Economics Capital and the Aggregation of Risks using Copulas

Supervsisor: Associate Professor Emiliano Valdez

Following graduation, Andrew joined the actuarial and risk advisory practice of PricewaterhouseCoopers (PwC) as a Consultant.

Andrew has been involved in work at PwC that falls into two areas. The first is traditional actuarial services including life insurance valuation, pricing and audit support for financial services clients. The second type can be broadly termed risk management consulting where we assess and quantify our clients' financial and operational risks.

While most of PwC's clients are Sydney-based, Andrew has also worked inter-state and in the U.S. during the past year. The purely project-based nature of his work ensures variety and has provided him with a wide exposure to practices in different organisations and across different places.  

Thomas Huan Wang

Thesis: Optimal Consumer Behaviour in a Levy Process Environment

Supervisor: Dr T. Sachi Purcal

Hing Chuen Chan

Thesis: Nonmyopic Investor Behaviour in an Environment with Predictability and Event Risk

Supervisor: Dr. T Sachi Purcal

Arlene Wong

University Medal Recipient

Thesis: Competition in Incomplete Contracts: Theory and an application to Australian Workers' Compensation

Supervisor: Dr T Sachi Purcal and Dr Kieron Meagher

After completing honours, Arlene joined the Reserve Bank of Australia as an economic analyst. She is currently working on the US, Canada and global equities desk in the bank's Financial Markets Group.

Shaun Yow

University Medal Recipient and Ernst & Young Scholarship Recipient

Thesis: Insurance Pricing and Capitalisation in Imperfect Markets
Supervisor: Professor Michael Sherris

After completing his Honours year, Shaun joined the Sydney office of The Boston Consulting Group.

From his Honours thesis, a joint research paper "Enterprise Risk Management, Insurer Pricing, and Capital Allocation" with Professor Michael Sherris was awarded a 2007 Geneva Association and International Insurance Society Research Award. The award and paper will be presented at the International Insurance Society meeting in Berlin in July and will be published in a special issue of The Geneva Papers on Risk and Insurance.

Sam Wills

Thesis: The Pricing of Tranched Longevity Bonds
Supervisor: Professor Michael Sherris

Following graduation Samuel commenced work as a management consultant with McKinsey and Co. in their Sydney office.

Samuel's honours thesis has been refined into two joint research papers with Prof. Michael Sherris, for presentation at the 2008 AIAA Financial Services Forum and the Fourth International Longevity Risk and Capital Markets Solutions Conference in Amsterdam, and they are currently under review for a number of others.

Since completing his honours degree, Samuel has been offered a Commonwealth Scholarship to read for an M.Phil in Economics at Oxford University.