UNSW Actuarial Studies Research Areas

The following areas represent the range of research interests of the UNSW Actuarial Studies staff:

• Multiperiod/continuous time insurance modelling (optimal control, pricing, capital, investment strategy)
• Incomplete markets, insurance market model assumptions, dependence, liquidity
• Energy markets – economic models (supply/demand), risk management, economic valuation (generators, capital investment)
• Retirement and Health – de-cumulation, product design

Research Centres

UNSW Actuarial academics have links to the following research centres:

• Centre for Pensions and Superannuation (CPS)
• Centre for Energy and Environmental Markets (CEEM)
• Financial Integrity Research Network (FIRN)