Individual Grants Competition

The Actuarial Foundation’s Research Committee, Actuarial Foundation of Canada, Casualty Actuarial Society and Society of Actuaries’ Committee on Knowledge Extension Research together support the Individual Grants Competition to add to the advancement of knowledge in actuarial science.

The deadline to submit letters of intent for the 2012 competition has passed.

2011 Individual Grant Recipients

Jean-Pierre Chateau and Daniel Dufresne – Gram-Charlier Distributions

Sam Efromovich, Jerome Tuttle, Pankaj Choudhary, Natalia Humphreys – Nonparametric Regression in the Presence of Missing Data - Theory, Methods, and Application to the Analysis of a Credit Scoring as a Fair Rating Variable

Brian Hartman, Chris Groendyke - Model Selection and Averaging in Regime-switching Models of Various Types

John B. Henry, III, Edward J. Yorty – A Flexible Predictive Model for Pure Premium Estimation

Rob Lieberthal – Validating the PRIDIT Method for Determining Hospital Quality with Outcomes Data

Sheldon Lin and Panpan Wu – A Move-Based Hedging Strategy for Put Options with Application to Variable Annuities

Liang Peng, Jingping Yang – Interval Estimation for Elliptical Copulas in Risk Management

Peng Shi, Wei Zhang – Two-Sided Moral Hazard and Optimal Payment Mechanism in Health Care

Qihe Tang, Zhongyi Yuan – Dynamic Risk Management for Insurance in the Presence of Correlated Extreme Risks

2010 Individual Grant Recipients

Michael Baron – Sequential Analysis of Actuarial Risks and Credibility

M. Bebbington, C.D. Lai, R. Zitikis – A Mathematical Model for Late-Life Mortality

Carole Bernard, Mike Ludkovski – Impact of Counterparty Risk on the Reinsurance Market

Vytaras Brazauskas, Harald Dornheim – Robust-Efficient Methods for Regression Credibility

Stephen D’Arcy – Capital Allocation in the Property-Liability Insurance Industry

Runhuan Feng – Valuation of Counterparty Credit Risk Using Collective Risk Theoretic Approaches

Edward W. (Jed) Frees, Yunjie (Winnie) Sun – Micro -econometric Modeling of Personal Lines Insurance

David Landriault – Capital Requirements with Implementation Delays

Colin Ramsay – An Actuarial Approach to Pricing Funeral (Burial) Micro-Insurance

Nariankadu D. Shyamalkumar – Confidence Intervals for the CTE: In Search for Improved Small Sample Performance

Jaap Spreeuw, Soren Fiig Jarne, Jens Perch Nielsen – Using the SAINT Model to Identify Mortality Trends for Several Frailty Specifications

Jun Zhou – Incorporate the Dependence Structure in Estimating Loss Reserves