The University of Leicester recently hosted this years Actuarial Teachers and Researchers Conference. The conference was characterised by a broad range of topics and lively audience participation
Presentations were given by practitioners in the financial and actuarial sectors, and also by academics. The aim of the event was to develop stronger relationships between industry and academia, and it was evident that both communities have particular skills and strengths that would be mutually beneficial to share.
The presentations included the following:
> The Society of Actuaries in Ireland: financial, economics and investment dataset - Colm Fitzgerald (Dublin City University)
> Estimating value at risk (VaR) in the presence of model uncertainty - Stuart Jarvis (BlackRock) and Parit Jakhria (M&G)
> Numerical software and tools for the actuarial community - John Holden and Jacques du Toit (Numerical Algorithms Group)
> Raising confidence in actuarial work: the role of educators - Graham Finlay and Jon Thorne (Financial Reporting Council)
> An actuarial toolkit for microinsurance - Daniel Clarke (University of Oxford)
> Information asymmetry for insurers - Orsolya Rétallér (University of Budapest)
> Valuation models and academic usage of software - Darren Richards (OAC) & David Smith (City University)
> Proxy modelling of insurance liabilities - Graeme Alexander, Burak Yelkovan (Deloitte) and Jeremy Levesley (University of Leicester)
> Shannon's information theory and its applications in derivative pricing - Alex Kushpel (University of Leicester)
> Education update and Research and thought leadership at the Institute and Faculty of Actuaries - Trevor Watkins and Sarah Mathieson (The Actuarial Profession)
> The risk ridge, a law of nature? and Money 2.0 - Martyn Dorey (P-Solve)
"We are very happy with this series of conferences and see it as a key aspect of promoting research and education within the Profession. This year's conference was marked by the audience's enthusiasm to engage with the presenters," said Dr Trevor Watkins, director of education at the Actuarial Profession. "It was particularly encouraging to have papers jointly presented by academics and practitioner," he added.
The next conference in this series will be hosted by Keele University on 18 - 19 July 2013.