Current PhD Students

Chris Beveridge has a BCom (Honours) in Actuarial Studies from the University of Melbourne and was the honours medallist in Actuarial Studies in 2006. He started his PhD in 2007 and his research is in the area of financial mathematics under the supervision of Mark Joshi. Chris currently holds the A H Pollard scholarship of the Institute of Actuaries of Australia.

Jiun Hong Chan has a BCom (Honours) in Actuarial Studies from the University of Melbourne and was the honours medallist in Actuarial Studies in 2007. He started his PhD in 2008 and his research is in the area of financial mathematics under the supervision of Mark Joshi.

Stephen Chin graduated from the University of Auckland in 2004, majoring in Mathematics and Operations Research. He then completed the Master in Financial Mathematics degree at Victoria University of Wellington. He is currently doing research in financial mathematics under the supervision of Daniel Dufresne.

Nick Denson has a BSc (Honours) in mathematics and statistics from the University of Melbourne. He started his PhD in 2007 and his research is in the area of financial mathematics under the supervision of Mark Joshi. Nick has a part-time role with ANZ in Melbourne.

Evan Hariyanto has a BCom (Hons)  in Actuarial Studies from the University of Melbourne. He started his PhD in 2008 working on mortality and morbidity models under the supervision of David Dickson and David Pitt. Evan’s research is funded by an ARC Discovery Grant for a project on reverse mortgages.

Peter Raymond has a BCom(Honours) in Actuarial Studies from the University of Melbourne. He is working on models in life insurance under the supervision of David Dickson.

Robert Tang has a BCom (Honours) in Actuarial Studies from the University of Melbourne. He started his PhD in 2008 and his research is in the area of financial mathematics under the supervision of Mark Joshi.

Chao Yang is from Shanghai and has a BCom (Honours) Actuarial Studies and an MCom in Finance, both from the University of Melbourne. He is working in the area of financial mathematics under the supervision of Mark Joshi.

PhD graduates

Ashley Evans who investigated and developed new actuarial models for both corporate bankruptcy and credit rating migrations. In addition to the development of innovative statistical models, his findings provide new evidence on what are the firm- and market-related characteristics that drive changes to companies’ credit ratings.
Graduated: 2008
Supervisor: David Pitt

Manabu Sato who investigated the effect on insurer’s balance sheets of the introduction of fair value accounting in 2010. Conducting a case study of a portfolio of annuity contracts he analysed different investment stategies, concluding that the strategy which minimises market risk leads to the most efficient use of capital.
Graduated: 2008
Supervisor: David Dickson

Ka Ki Jackie Li who investigated the suitability of different stochastic methods of claims reserving for general insurance liabilities under the recently introduced Australian Prudential Standards. He showed how a variety of sophisticated statistical tools can be implemented both for lines of single business and for lines of dependent business.
Graduated: 2007
Supervisor: David Dickson

Edward Leung who studied actuarial aspects of the cost of long-term care in Australia, considering both private and public funding. For the former he developed a pricing and reserving model for commercial insurance purposes, while for the latter he projectd costs and illustrated how these could be funded through a social insurance scheme.
Graduated: 2005
Supervisor: David Dickson