Modelling claim dependencies for the general insurance industry with economic capital in view: an innovative approach with stochastic processes. This project will develop and enhance multi-dimensional models used to describe and assess the risks borne by general insurers. These innovative methods, which will be directly applicable by the industry, will strengthen the efficiency and the safety of the Australian economy.
Risk and Prudential Regulation and Supervision of Australian Financial Institutions. The project seeks to enhance the effectiveness of prudential regulation and supervision of financial institutions (FIs) by examining the risk of FIs, as reflected in default risk premiums on FI international debt issues and variability of revenue/profitability measures, and the effect of broadening FI activities and the shift towards fee/commission income on FI risk. This forms the basis for the development and ....Risk and Prudential Regulation and Supervision of Australian Financial Institutions. The project seeks to enhance the effectiveness of prudential regulation and supervision of financial institutions (FIs) by examining the risk of FIs, as reflected in default risk premiums on FI international debt issues and variability of revenue/profitability measures, and the effect of broadening FI activities and the shift towards fee/commission income on FI risk. This forms the basis for the development and testing of statistical early warning systems of impending financial problems in Australian FIs. The models are compared with examiner rating systems currently used in prudential supervision.Read moreRead less
ARC Centre of Excellence in Population Ageing Research. The Centre aims to execute world class basic and applied research to transform our capacity to respond to the economic and social challenges of demographic change, and to changes in individual longevity and cognitive and motor capacity. It will combine in-house expertise with leading researchers globally in initiatives to generate new outcome-oriented approaches to studying the population ageing process and its implications. It s research w ....ARC Centre of Excellence in Population Ageing Research. The Centre aims to execute world class basic and applied research to transform our capacity to respond to the economic and social challenges of demographic change, and to changes in individual longevity and cognitive and motor capacity. It will combine in-house expertise with leading researchers globally in initiatives to generate new outcome-oriented approaches to studying the population ageing process and its implications. It s research will inform innovative policy formulation and product and market development, and train a new generation of researchers into population ageing with an enriched appreciation of the cross-disciplinary dimensions of population ageing research.Read moreRead less