1. Professor Stefan Trueck
Centre for Financial Risks
Faculty of Business and Economics,
Sydney NSW 2109, Australia
I am investigating the role of jump diffusion model in representing financial and mortality risks for a prudent pricing of financial contracts and insurance reserve.
My other research interests include modeling of aggregate discounted claims using copula, as well as interest rate modeling with stochastic differential equations.
Additionally, I am a currently a Level II CFA candidate.
Thesis: Modeling Multivariate Dependence Structures in Insurance and Credit Risk via Copulas
Dissertation: An Application of Poisson Ornstein-Uhlenbeck Process in Pension Fund Risk Management
6 papers (CT level) available for exemptions from the Faculty and Institute of Actuaries
Workshop: Stochastic Generation of Yield Curves delivered to Malaysian actuarial practitioners working in Malaysia National Insurance corporation (2007).