PhD students

Current PhD students

Joan Victoria Nakato completed her BSc (Honours) in Actuarial Science from Makerere University in 2007 and her MSc in Actuarial Science from Heriot-Watt University in 2012. In 2013, she embarked on researching Superannuation for her PhD under the joint supervision of David Dickson and Ping Chen.

Pham Le finished his BCom (Honours) in Actuarial Studies from the University of Melbourne in 2014 and started his PhD in 2015. He is currently working in mathematical finance under the supervision of Mark Joshi.

Zhehao Zhang completed a masters degree at the University of Kent in 2014 and started his PhD in 2015. He is researching in the area of probability theory under the supervision of Shuanming Li and Daniel Dufresne.

Xiang Cheng obtained a BSc in Mathematics and Applied Mathematics from Nankai University in 2011, a M.Sc in Applied Mathematics from Nankai University in 2014 and a Master of Actuarial Science from the University of Melbourne in 2013. He is researching Monte Carlo control problems under the supervision of Mark Joshi.

Pengcheng Zhang has a BSc in Mathematics and Applied Mathematics from Sichuan University, a M.Sc in Applied Mathematics from Nankai University and a Master of Actuarial Science from the University of Melbourne.  He started his PhD in July 2017 in the area of actuarial  statistics under the joint supervision of Xueyuan Wu, Shuanming Li, and Enrique Calderin.

PhD graduates

Miao Zhang, thesis was "Continuous-time mean-variance models of stochastic parameters"
Graduated: 2017
Supervisor: Ping Chen

Nan Zhang, thesis was "Some optimal reinsurance problems with risk management" 
Graduated: 2017
Supervisor: Shuanming Li, Ping Chen and Zhuo Jin

Can Jin, thesis was "Occupation time problems in some insurance risk models" 
Graduated: 2017
Supervisor: Shuanming Li and Xueyuan Wu

Navin Ranasinghe, thesis was "Pricing long-dated equity derivatives under stochastic interest rates"
Graduated: 2017
Supervisor:
Mark Joshi and David Dickson

Marjan Qazvini, thesis was "Risk models with capital injections."
Graduated: 2016
Supervisor: David Dickson

Dan Zhu, thesis was "Efficient and generic Monte-Carlo methods for computing sensitivities of stochastic systems."
Graduated: 2016
Supervisor: Mark Joshi and Ping Chen

Evan Hariyanto, thesis was "Mortality and disability modelling with an application to the pricing of a reverse mortgage contract"
Graduated:
2014
Supervisor:
David Dickson and David Pitt

Jingchao Li, thesis was "Ruin related quantities in insurance risk models"
Graduated:
2014
Supervisor:
David Dickson and Shuanming Li

Peter Raymond, thesis was "Allowing for mortality uncertainty in life insurance models"
Graduated:
2013
Supervisor:
David Dickson

Qing Liu
, thesis was "Statistical modelling of insurance claims"
Graduated:
2013
Supervisors:
David Pitt and Xueyuan Wu

Robert Tang, thesis was "New Methods and Improvements to Monte-Carlo Methods for Pricing Derivative Securities"
Graduated: 2012
Supervisor: Mark Joshi

Ciyu Nie, thesis was "On lower barrier insurance risk processes"
Graduated: 2012
Supervisors: David Dickson and Shuanming Li

Jiun Hong Chan, thesis was "Limit proxy methods for fast Monte-Carlo Greeks"
Graduated: 2012
Supervisor: Mark Joshi

Chao Yang, thesis was "Generic algorithmic differentiation methods for computing financial derivative Greeks"
Graduated: 2012
Supervisor: Mark Joshi

Stephen Chin, thesis was "Stochastic volatility model and option pricing"
Graduated: 2011
Supervisor: Daniel Dufresne

Chris Beveridge, thesis was "Efficient and generic methods for pricing exotic interest rate derivatives including callable exotics"
Graduated: 2011
Supervisor: Mark Joshi

Nick Denson, thesis was "Adjoint and PDE methods for pricing and risk management of exotic interest rate derivatives"
Graduated: 2010
Supervisor: Mark Joshi

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