Actuarial Studies

The Actuarial Studies group has a diverse range of interests that involve collaboration with colleagues in a number of disciplines including economics, finance, demography and statistics.

This research is published in leading domestic and international journals across the wide variety of disciplines described above. Staff regularly participate in seminar and brown bag series and at top international and domestic conferences. Further information about research interests can be found on the profile pages of the Actuarial Studies faculty. We engage with government and business entities and offer programs accredited by the Actuaries Institute for undergraduate, Masters and Ph.D. students. We are also designated as a Centre of Actuarial Excellence of the Society of Actuaries.

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Find out about our researchers

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Intriduction to Actuarial Science

 

 

 

 

NEWS

Society of Actuaries grants ANU accreditation under the University-Earned Credit program

CAE UEC

The U.S. Society of Actuaries (SOA) has granted ANU accreditation under the University-Earned Credit (UEC) program. Under the UEC program, ANU students earn credit for SOA exams by attaining a required score on university coursework, so their studies contribute to gaining SOA qualifications. A detailed announcement can be found here and further information about the accreditation can be found here.


Primer on Retirement Income Strategy Design and Evaluation

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SOA Research Institute

The Society of Actuaries Research Institute has published a report, “Primer on Retirement Income Strategy Design and Evaluation”, authored by Adam ButtGaurav KhemkaWilliam Lim, and Geoff Warren. The report is supported by two Excel models for illustrative purposes. More information, including a link to the report and Excel models, can be found here.


Actuaries Institute Innovation Challenge

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Actuaries institute

Congratulations to ANU students, Suvitti Deo, Cameron Fidge, Nagulal Gnanavel, Soohoon Lee and Ziyue Tan for winning the 2022 Actuaries Institute Innovation Challenge! More information can be found here.


Report on the gender pay gap in Australia

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The Global Institute for Women's Leadership

Jananie William has co-authored the report “Gender pay gap reporting in Australia --Time for an upgrade”. More information, including a link to the full report, can be found here. UPDATE: On 30 March 2023, Parliament passed legislation which enforces the key recommendation of the report to publicly publish the gender pay gaps of individual organisations. Read more in the ANU Reporter.


Recent journal articles

Monotonicity of savings function in endogenous gridpoint method with stochastic portfolio returns

Chong, W.F., Khemka, G., & Huang, T., 2024, Economics Letters, 239, 111740.

Abstract: This paper provides a comprehensive proof of monotonicity of the savings function in the application of the Method of Endogenous Gridpoints (EGM) to problems with stochastic portfolio returns. The proof contributes to the completeness of solutions by providing the sufficient condition for the application of EGM to problems with stochastic portfolio returns as seen in the literature.


ACTUARIAL STUDIES SEMINARS

There are currently no upcoming seminars.