Actuarial Studies staff have been awarded the following competitive grants from the Australian Research Council (ARC) and research funding from Industry and Professional bodies:

ARC Discovery Grants

Professor Michael Sherris
2006-2008
ARC Discovery Grant DP0663090
Chief Investigator for “Innovations in Enterprise Risk Management: Risk Aggregation, Dependence and Efficiency” with John van der Hoek

$260,000

2005-2007
ARC Discovery Grant DP0556775
Joint Investigator for “Risk Management for Bonds, Currencies and Commodities” with G Kingston, HJ Bateman, LA Fisher, KW Clements, and SJ Thorp

$240,000

2003-2005
with Emil Valdez, Sachi Purcal and Jiwook Jang
ARC Discovery project "Pricing, Solvency and Capital Management in Insurance: New Perspectives from the Integration of Actuarial and Financial Economic Theory" $168,789

2002-2004
co-investigator with researchers in the School of Economics
ARC Discovery project "Investing over the Life Cycle"

$120,000

1998-2001
ARC Large Grant "New Approaches to Asset Allocation”

$183,947

Associate Professor Emiliano Valdez
2004-2006
ARC Discovery DP0556775
Retirement Asset Decumulation: Adequacy, Institutions, and Products, with Professor John Piggott (Economics) and Professor Olivia Mitchell (University of Pennsylvania, USA)

Dr Sachi Purcal
2002-2004
co-investigator with researchers in the School of Economics
ARC Discovery project "The demand and supply of retirement provision"

$217,000

Industry and Professional Body Research Funding

Professor Michael Sherris
2007
Taylor – Fry Consulting Industry research grant “Stochastic Economic Scenario Generator”

$17,000

2003
Chief Investigator for an EPA funded Research project on “Impact of Proximate Public Assets and Infrastructure on Sydney Residential Property Prices”

$39,775

Dr Sachi Purcal
2006
OECD study “Supply Challenges to the Provision of Annuities”

7,000 Euros

Associate Professor Emiliano Valdez
Actuarial Education Research Fund (AERF) and Casualty Actuarial Society (CAS) competitive research grant
Project titled "Empirical Estimation of Dependence in a Portfolio of Insurance Claims."

US$12,000