Projects

Projects

  • Mortality modelling

    The Risk Analytics Lab’s project ‘Crunching Mortality using stochastic models’ is a research collaboration between Pavel Shevchenko, Uwe Schmock, Gareth W Peters, Mario V Wüthrich, J Hirz, Man Chung Fung, Dorota Toczydlowska and Philippe Deprez. Find their relevant publications here.

  • Decisions in Retirement

  • Pricing financial derivatiates

    The Risk Analytics Lab’s project on Pricing Financial Derivatives is a collaboration between Pavel Shevchenko, Xiaolin Luo, and Pier Del Moral. Find the project’s relevant publications here, as well as online resources for pricing TARN and Bermudan, American, Asian and Barrier options.

  • Climate Change Mitigation

  • Cyber Risk

  • Modelling Commodities

    The project for Modelling Commodity Futures Prices is run by a team of Prof Pavel Shevchenko, Prof Gareth Peters, Dr Matthew Ames, Dr Guillaume Bagnarosa, Prof Tomoko Matsui, Dr Nino Kordzakhia and Dr Karol Binkowski. Find their relevant publications here.

  • Portfolio optimisation

    The Risk Analytics Lab’s project on Modelling Optimal Portfolio Allocations is a collaboration between team members Pavel Shevchenko, Gareth Peters, Matthew Ames, Guillaume Bagnarosa, Tomoko Matsui, Spiridon Penev and Wei Wu. Find the project’s relevant publications here.

  • Operational Risk Modelling

    The Risk Analytics Lab is part of Macquarie’s Department of Actuarial Studies and Business Analytics. This page contains a collection of publications from the Lab’s project on Operational Risk Modelling, including books and book chapters, white paper and media articles, and journal papers.

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