Events calendar

Monday
3 Oct
2016

Ben Wong

12:00 pm - 01:00 pm

Presenter: Ben Wong
Affiliation:
Title: TBA

Wednesday
5 Oct
2016

Marc Chan - ERU

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: Welfare Dependence and Self-Control: An Empirical Analysis
Presenter:Marc Chan
Institution: UTS

Download available

Coordinator: David Byrne
Phone: 03 8344 3880
Email: byrned@unimelb.edu.au


Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Marc Chan - UTS

Coordinator

David Byrne
+61 3 8344 3880
byrned@unimelb.edu.au

Friday
7 Oct
2016

Melbourne Accounting Research Seminar: Yachang Zeng

11:00 am - 12:30 pm

Research Seminar Series

Dr Yachang Zeng will present a paper

Location

The FBE Building, Theatre 4, Melbourne

Map

Contact

Sandip Dhole
+ 61 3 9035 7448
sandip.dhole@unimelb.edu.au


Cost

Event is free

Who is this for?

Research Students; Academic Staff


Presenters

Dr Yachang Zeng - Nanyang Technological University, Singapore

Coordinator

Annie Dolan
+61 3 9035 9242
adolan@unimelb.edu.au

Friday
7 Oct
2016

Professor Jennifer Huang, CKGSB

03:15 pm - 04:45 pm

Finance Research Seminar Series

Professor Jennifer Huang, CKGSB


Location

FBE Building, Room 221

Map

Contact

James Brugler
+61 3 8344 1164
james.brugler@unimelb.edu.au


Cost

This event is free


Presenters

Professor Jennifer Huang - CKGSB

Monday
10 Oct
2016

Tim Moore

12:00 pm - 01:00 pm

Presenter: Tim Moore
Affiliation: The University of Melbourne
Title: TBA

Wednesday
12 Oct
2016

Ivan Roberts - ERU

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: TBA
Presenter: Ivan Roberts
Institution: RBA

Coordinator:Tim Robinson
Phone: 8344 2325
Email: tim.robinson@unimelb.edu.au

Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Ivan Roberts - RBA

Coordinator

Tim Robinson
+61 3 8344 2325
tim.robinson@unimelb.edu.au

Friday
14 Oct
2016

Melbourne Accounting Research Seminar: Daniel Bens

11:00 am - 12:30 pm

Research Seminar Series

Associate Professor Daniel Bens from INSEAD will present a paper

Location

The FBE Building, Theatre 4, Melbourne

Map

Contact

Sandip Dhole
+61 3 9035 7448
sandip.dhole@unimelb.edu.au


Cost

This event is free

Who is this for?

Research Students; Academic Staff


Friday
14 Oct
2016

Boris Choy - Actuarial

03:00 pm - 04:15 pm

Presenter: Boris Choy
Institution:  The University of Sydney Business School
Title: Stochastic loss reserving modelling in general insurance using non-elliptical probability distributions

Abstract
According to its 2008 study on the insolvency of insurance companies during the period from 1969 to 2007, rating agency A.M. Best identified under-reserving to be the most popular cause of the failure. Stochastic models based on the normality assumption are unable to capture the irregular claims. Various heavy-tailed distributions have been proposed to model the claim amount data and hence obtain more accurate loss reserves to avoid insolvency. This paper proposes new non-elliptical multivariate probability distributions to model claim amount data in general insurance. Unlike elliptical distributions, these distributions allow their marginal distributions to have different shape parameters. In modelling claim amount data from many lines of business, this is more realistic to assume that different lines of business have different shapes for their claim amount distributions. Since these non-elliptical distributions belong to the class of scale mixtures of normal distributions, we adopt the Bayesian approach for statistical inference and the forecast of the loss reserves. Real data are analysed using a state-space model with both elliptical and non-elliptical probability distributions and their performance is compared.
Keywords: Scale mixture of normal, State space model, Markov chain Monte Carlo, Deviance Information Criterion, Risk Management 


Friday
14 Oct
2016

Boris Choy - Actuarial

03:00 pm - 04:15 pm

Presenter: Boris Choy
Institution:  The University of Sydney Business School
Title: Stochastic loss reserving modelling in general insurance using non-elliptical probability distributions

Abstract
According to its 2008 study on the insolvency of insurance companies during the period from 1969 to 2007, rating agency A.M. Best identified under-reserving to be the most popular cause of the failure. Stochastic models based on the normality assumption are unable to capture the irregular claims. Various heavy-tailed distributions have been proposed to model the claim amount data and hence obtain more accurate loss reserves to avoid insolvency. This paper proposes new non-elliptical multivariate probability distributions to model claim amount data in general insurance. Unlike elliptical distributions, these distributions allow their marginal distributions to have different shape parameters. In modelling claim amount data from many lines of business, this is more realistic to assume that different lines of business have different shapes for their claim amount distributions. Since these non-elliptical distributions belong to the class of scale mixtures of normal distributions, we adopt the Bayesian approach for statistical inference and the forecast of the loss reserves. Real data are analysed using a state-space model with both elliptical and non-elliptical probability distributions and their performance is compared.
Keywords: Scale mixture of normal, State space model, Markov chain Monte Carlo, Deviance Information Criterion, Risk Management 


Friday
14 Oct
2016

Professor Duan Jin-Chuan, National University of Singapore

03:15 pm - 04:45 pm

Finance Research Seminar Series

Professor Duan Jin-Chuan, National University of Singapore


Location

FBE Building, Room 221

Map

Contact

James Brugler
+61 3 8344 1164
james.brugler@unimelb.edu.au


Cost

This event is free


Presenters

Professor Duan Jin-Chuan - National University of Singapore

Monday
17 Oct
2016

David Byrne

12:00 pm - 01:00 pm

Presenter: David Byrne
Affiliation: The University of Melbourne
Title: TBA

Tuesday
18 Oct
2016

The 77th CPA Australia-University of Melbourne Annual Research Lecture

Leading Indicators of Organizational Outcomes

05:45 pm - 07:30 pm

Accounting Public Lecture

Leading Indicators of Organizational Outcomes

Professor Shane Dikolli will  deliver the 77th CPA Australia - University of Melbourne Annual Research Lecture.

Shane will explore how recent innovations in accounting research such as executive compensation, audit fees, and corporate culture, have yielded several data sources and methods for generating leading indicators of organizational outcomes. In particular, Shane will discuss leading indicator implications of data sources such as social media preferences; the mandatory expanded disclosure of executive compensation details; the voice recording, written language and speaking style of executives; and the variation in the level of an organization’s audit fees not explained by observable economic factors.

About Professor Shane Dikolli

Shane Dikolli is an Associate Dean for Faculty Engagement at Duke University’s Fuqua School of Business and a Fellow of CPA Australia. He holds a PhD in Accountancy from the University of Waterloo and completed with Distinction both a Post Graduate Diploma in Business (Accounting) and and a Bachelor of Business (Accounting) at Curtin University of Technology. His primary research interests focus on the performance evaluation of CEOs spanning both analytical modeling and empirical analysis. Shane is an Editor at Journal of Management Accounting Research and currently also holds Editorial Board memberships at The Accounting Review, Accounting Organizations and Society, Contemporary Accounting Research, European Accounting Review, Management Accounting Research, and Accounting and Finance. He has published research in Journal of Accounting Research, Journal of Accounting & Economics, The Accounting Review, Contemporary Accounting Research, Review of Accounting Studies, European Accounting Review, and Journal of Management Accounting Research. He has received awards for Notable Contribution to the Management Accounting Literature, Best Paper in the Journal of Management Accounting Research (twice), and the Glen McLaughlin Prize for Research in Accounting Ethics. In 2011 Bloomberg Businessweek recognized him in the Top 5 Most Popular Business Professors across all disciplines in the Top 30 business schools in the US. At the Fuqua School of Business Shane has won the “Teacher of the Year” Award seven times across the Fulltime and Weekend Executive MBA programs

Refreshments will be served after the lecture.

Register

To register for this lecture, please visit the CPA Congress in Melbourne page

Note: After selecting location and BOOK please select CS1: Annual Research Lecture from side menu


Location

Copland Theatre, The Spot, 198 Berkeley Street, Melbourne

Map

Contact

Elise Rontani
1300 737 373
ma.events@cpaaustralia.com.au


Cost

This event is free - registration is essential Note: After selecting location and BOOK please select CS1: Annual Research Lecture from side menu
Register Here


Presenters

Professor Shane Dikolli - Duke University
Leading Indicators of Organizational Outcomes

Wednesday
19 Oct
2016

Denzil Fiebig - ERU

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: TBA
Presenter: Denzil Fiebig
Institution: UNSW

Coordinator: Mike Smith (MBS)
Phone: 03 9349 8257
Email: mike.smith@mbs.edu

Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Denzil Fiebig - UNSW

Coordinator

Mike Smith (MBS)
+61 3 9349 8257
mike.smith@mbs.edu

Thursday
20 Oct
2016

Martin Berka - Macro

03:30 pm - 05:00 pm

Macroeconomics Research Seminar Series

Topic: TBA
Presenter: Martin Berka
Institution: University of Auckland

Location

FBE Building, Seminar Room 315

Map

Contact

Bruce Preston
+61 3 8344 9824
bruce.preston@unimelb.edu.au


Cost

This event is free


Presenters

Martin Berka - University of Auckland

Friday
21 Oct
2016

Assistant Professor Lawrence D.W. Schmidt, University of Chicago

03:15 pm - 04:45 pm

Finance Research Seminar Series

Assistant Professor Lawrence D.W. Schmidt, University of Chicago


Location

FBE Building, Room 221

Map

Contact

James Brugler
+61 3 8344 1164
james.brugler@unimelb.edu.au


Cost

This event is free


Presenters

Assistant Professor Lawrence D.W. Schmidt - University of Chicago

Friday
21 Oct
2016

Bettina Klaus - Dept. Seminar

03:30 pm - 05:00 pm

Economics Research Seminar Series

Topic: TBA
Presenter: Bettina Klaus
Institution: University of Lausanne


Location

The FBE Building, Room 3.15

Map

Contact

Alexandru Nichifor

nichifor@unimelb.edu.au


Cost

This event is free


Presenters

Bettina Klaus - University of Lausanne

Friday
21 Oct
2016

Bettina Klaus

03:45 pm - 05:00 pm

Topic: TBA
Presenter: Bettina Klaus
Institution: University of Lausanne

Host: Alexandru Nichifor
Email: nichifor@unimelb.edu.au



Monday
24 Oct
2016

Jaideep Roy

11:00 am - 12:30 pm

Topic: TBA
Presenter: Jaideep Roy  
Institution: Deakin University

Tuesday
25 Oct
2016

Simon Chang - Trade & Development

01:00 pm - 02:15 pm

Title: The Invisible Wall: Sex Ratio and Decriminalization of Homosexuality
Presenter: Simon Chang
Institution: University of Western Australia


Wednesday
26 Oct
2016

Bonsoo Koo - ERU

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: TBA
Presenter: Bonsoo Koo
Institution: Monash

Coordinator:Tim Robinson
Phone: 8344 2325
Email: tim.robinson@unimelb.edu.au

Coordinator: Chris Skeels
Phone: 03 8344 3783
Email: Chris.Skeels@unimelb.edu.au

Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Bonsoo Koo - Monash University

Coordinator

Tim Robinson
+61 3 8344 2325
tim.robinson@unimelb.edu.au

Thursday
27 Oct
2016

Prasanna Gai - Macro

03:30 pm - 05:00 pm

Macroeconomics Research Seminar Series

Topic: TBA
Presenter: Prasanna Gai
Institution: University of Auckland

Location

FBE Building, Seminar Room 315

Map

Contact

Bruce Preston
+61 3 8344 9824
bruce.preston@unimelb.edu.au


Cost

This event is free


Presenters

Prasanna Gai - University of Auckland

Friday
28 Oct
2016

Melbourne Accounting Research Seminar: Ilia Dichev

11:00 am - 12:30 pm

Accounting Research Seminar Series

Professor Ilia Dichev from Emory University will present

Location

The FBE Building, Theatre 4, Melbourne

Map

Contact

Sandip Dhole
+61 3 9035 7448
sandip.dhole@unimelb.edu.au


Cost

This event is free


Presenters

Professor Ilia Dichev - Emroy University

Friday
28 Oct
2016

Professor Vidhan Goyal, Hong Kong University of Science and Technology

03:15 pm - 04:45 pm

Finance Research Seminar Series

Professor Vidhan Goyal, Hong Kong University of Science and Technology


Location

FBE Building, Room 221

Map

Contact

James Brugler
+61 3 8344 1164
james.brugler@unimelb.edu.au


Cost

This event is free


Presenters

Professor Vidhan Goyal - Hong Kong University of Science and Technology

Friday
28 Oct
2016

Yi-Chun Chen

03:45 pm - 05:00 pm

Topic: TBA
Presenter: Yi-Chun Chen
Institution: National University of Singapore

Host: Tom Wilkening
Email: tom.wilkening@unimelb.edu.au

Wednesday
2 Nov
2016

Nicholas Sim - ERU

Seemingly Irrelevant Instrumental Variables

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: Seemingly Irrelevant Instrumental Variables
Presenter: Nicholas Sim
Institution: University of Adelaide

Coordinator: Kevin Staub
Phone: 03 9035 3776
Email: kevin.staub@unimelb.edu.au


Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Nicholas Sim - University of Adelaide
Seemingly Irrelevant Instrumental Variables

Coordinator

Kevin Staub
+61 3 9035 3776
kevin.staub@unimelb.edu.au

Thursday
3 Nov
2016

Eric Leeper - Macro

03:30 pm - 05:00 pm

Macroeconomics Research Seminar Series

Topic: TBA
Presenter: Eric Leeper
Institution: Indiana University

Location

FBE Building, Seminar Room 315

Map

Contact

Bruce Preston
+61 3 8344 9824
bruce.preston@unimelb.edu.au


Cost

This event is free


Presenters

Eric Leeper - Indiana University

Friday
4 Nov
2016

Anton Kolotilin

03:45 pm - 05:00 pm

Topic: TBA
Presenter: Anton Kolotilin
Institution: UNSW

Host: Nisvan Erkal
Email: nisvan@unimelb.edu.au

Wednesday
9 Nov
2016

Chris Gibbs - ERU

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: TBA
Presenter: Chris Gibbs
Institution: UNSW

Coordinator:Tim Robinson
Phone: 8344 2325
Email: tim.robinson@unimelb.edu.au

Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Chris Gibbs - UNSW

Coordinator

Tim Robinson
+61 3 8344 2325
tim.robinson@unimelb.edu.au

Thursday
10 Nov
2016

Qingyuan Du - Macro

03:30 pm - 05:00 pm

Macroeconomics Research Seminar Series

Topic: TBA
Presenter: Qingyuan Du
Institution: Monash University

Location

FBE Building, Seminar Room 315

Map

Contact

Bruce Preston
+61 3 8344 9824
bruce.preston@unimelb.edu.au


Cost

This event is free


Presenters

Qingyuan Du - Monash University

Friday
11 Nov
2016

Melbourne Accounting Research Seminar: Jennifer Wu Tucker

11:00 am - 12:30 pm

Accounting Research Seminar Series

Dr Jennifer Wu Tucker from the University of Florida will present

Location

The FBE Building, Theatre 4, Melbourne

Map

Contact

Sandip Dhole
+61 3 9035 7448
sandip.dhole@unimelb.edu.au


Cost

This event is free


Presenters

Dr Jennifer Wu Tucker - University of Florida

Friday
11 Nov
2016

John Zhu

03:45 pm - 05:00 pm

Topic: TBA
Presenter: John Zhu
Institution: Wharton University of Pennsylvania

Tuesday
15 Nov
2016

Soo Hong Chew

03:45 pm - 05:00 pm

Topic: TBA
Presenter: Soo Hong Chew
Institution: National University of Singapore

Host: Guy Mayraz
Email: guy.mayraz@unimelb.edu.au

Wednesday
16 Nov
2016

Massimo Giuliodori - ERU

03:30 pm - 05:00 pm

Econometrics Research Seminar Series

Topic: TBA
Presenter: Massimo Giuliodori
Institution: University of Amsterdam

Location

The FBE Building, Room 6.05

Map

Contact

Eik Swee
+61 3 8344 5397
eswee@unimelb.edu.au


Cost

This event is free


Presenters

Massimo Giuliodori - University of Amsterdam

Friday
18 Nov
2016

Melbourne Accounting Research Seminar: Stephen Hillegeist

11:00 am - 12:30 pm

Research Seminar Series

Associate Professor Stephen Hillegeist from Arizona State University will present a paper

Location

The FBE Building, Theatre 4, Melbourne

Map

Contact

Sandip Dhole
+61 3 9035 7448
sandip.dhole@unimelb.edu.au


Cost

This event is free

Who is this for?

Research Students; Academic Staff


Presenters

Associate Professor Stephen Hillegeist - Arizona State University

Friday
18 Nov
2016

Professor Hank Bessembinder, Arizona State University

03:15 pm - 04:45 pm

Finance Research Seminar Series

Professor Hank Bessembinder, Arizona State University


Location

Mawby Theatre, Melbourne Business School

Map

Contact

James Brugler
+61 3 8344 1164
james.brugler@unimelb.edu.au


Cost

This event is free


Presenters

Professor Hank Bessembinder - Arizona State University

Friday
25 Nov
2016

Leeat Yariv

03:45 pm - 05:00 pm

Topic: TBA
Presenter: Leeat Yariv
Institution: California Institute of Technology

Host: Sven Feldmann
Email: s@svenfeldmann.com

Friday
9 Dec
2016

Lionel Page

03:45 pm - 05:00 pm

Topic: TBA
Presenter: Lionel Page
Institution: Queensland University of Technology

Host: Tom Wilkening
Email: tom.wilkening@unimelb.edu.au