Completed Research Projects, Business and Economics, Macquarie University

Project Name	Staff Members
Regulation of Financial Plans and Allocated Pensions (CIFR - E045)	Professor Geoffrey Kingston, Department of Economic Professor Lance Fisher, Head of Department, Department of Economics
RMI Credit Rating Research Grant (Risk Management Institute, National University of Singapore - 2010)	Associate Professor Ken Siu (Department of Applied Finance and Actuarial Studies)
Prospects for Longevity in Australia (Actuarial Research Grants of Australia - 2010)	Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies) Associate Professor Heather Booth (Australian National University)
Estimated Life Expectancy for Aboriginal and Torres Strait Islander Australians (Actuarial Research Grants of Australia - 2010)	Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies) Professor Richard Madden (University of Sydney) Professor Lisa Jackson Pulver (University of NSW) Professor Ian Ring (University of Wollongong)
Capital Issues for a Mutual Health Fund in Australia (Australian Actuarial Research Grant - 2011)	Dr Sachi Purcal (Department of Applied Finance and Actuarial Studies)
Stochastic Scheduling for Production and Delivery of Perishable Products with Imperfect Information (ARC Discovery 2010-12)	Associate Professor Xian Zhou (Department of Applied Finance and Actuarial Studies)
Enhanced Models of Disability and Medical Costs (Australian Actuarial Research Grant - 2011)	Associate Professor Xian Zhou (Department of Applied Finance and Actuarial Studies) Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies) Associate Professor David Pitt (Department of Applied Finance and Actuarial Studies)
Actuarial Applications of Model Selection Strategies using the Gibbs Sampler (Australian Actuarial Research Grant - 2011)	Associate Professor David Pitt (Department of Applied Finance and Actuarial Studies) Associate Professor Xian Zhou (Department of Applied Finance and Actuarial Studies)
Fair Valuation of Modern Insurance Products under GARCH-type Models: From Market Risk to Mortality Risk (Australian Actuarial Research Grant - 2011)	Associate Professor Ken Siu (Department of Applied Finance and Actuarial Studies) Associate Professor Xian Zhou (Department of Applied Finance and Actuarial Studies) Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies)
Premium Liability Estimation and Reserving (Australian Actuarial Research Grant - 2011)	Professor Piet De Jong (Department of Applied Finance and Actuarial Studies)
Approved Security in Retirement: Forecasting and Managing Macro Investment Risks (ARC Discovery 2009-2010)	Professor Geoffrey Kingston (Department of Economics) Professor Lance Fisher (Department of Economics)
Managing the risk of price spikes, dependencies and contagion effects in Australian electricity markets (ARC Discovery 2010-12)	Professor Stefan Trueck (Department of Economics)
An evaluation of the forecasting performance of the Poisson Common Factor Model (Institute of Actuaries of Australia Grant)	Associate Professor Leonie Tickle (Department of Applied Finance and Actuarial Studies)
Developing an Excel spread sheet tool for local governments to prioritise investment in climate adaptation (NCCARF Adaptation Grant Scheme)	Professor Stefan Trueck (Department of Economics) Supriya Mathew (Department of Applied Finance and Actuarial Studies)
Developing an operational risk capital model (with Commonwealth Bank of Australia)	Professor Stefan Trueck (Department of Economics) Dr Chi Truong (Department of Applied Finance and Actuarial Studies) Professor Piet De Jong (Department of Applied Finance and Actuarial Studies)

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