2010 Individual Grant Competition Recipients

The Research Committee of The Actuarial Foundation (TAF), the Casualty Actuarial Society (CAS) and the Committee on Knowledge Extension Research (CKER) of the Society of Actuaries sponsored the 2010 Individual Grants Competition to support the advancement of knowledge in actuarial science.

Congratulations to the this year's Individual Grants Competition 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

Programs

2010 Individual Grant Competition Recipients