Currently, he is the co-editor of North American Actuarial Journal (NAAJ) and the Associate Editor of the Annals of Actuarial Science. He has authored many research articles in actuarial science, insurance and finance, and he publishes in leading actuarial, finance and mathematics journals. Dr. Tan has received several awards, including the 1996-97 Redington Prize, the NAAJ Annual Prizes 2001 and 2003, and the 2012 Charles A. Hachemeister. In 2007 he was among the few actuaries to be granted the first Chartered Enterprise Risk Analyst (CERA) credential by the SOA, based on his years of leadership in the field of enterprise risk management.
Her main research interests are quantitative behavioral finance, equity-linked insurance, volatility derivatives, optimal insurance and reinsurance, pricing and hedging exotic derivatives and risk management.
She was recently awarded the 2011 EGRIE Young Economist Best Paper Award for the paper "Financial bounds for Insurance Claims" with Steven Vanduffel and the 2012 Johann de Witt prize from the Dutch Actuarial Society for the paper "Explicit Representation of Cost-Efficient Strategies" with P. Boyle and S. Vanduffel.
CV : Carole Bernard CV
- optimal decision in finance and insurance;
- portfolio management with guaranteed features;
- stochastic modelling in finance and actuarial science;
- statistical inference and modelling with copulas.
"In 1990, 2000 and 2001, I was commissioned by the Bank of Canada to provide assessment on Canadian financial markets and projections for future financial market conditions in Canada. In 1997, I was commissioned by Thailand Development Research Institute to restructure Thailand’s financial market post financial crisis. In 1997, I was commissioned by Harvard University to assist Indonesia to restructure its Six Year Economic Plan and South Korea to restructure its financial market post financial crisis.
In 1999 and 2003, I was commissioned by Finance Canada to assist in developing the federal government’s budgets related to financial markets. In 2006, I was commissioned by OECD to conduct assessment of the financial markets of the OECD member countries. In 2011-12, I was commissioned by Manulife Financial to develop statistical models for calibrating stochastic parameters used to model reserves and capital requirements for segregated funds. In 2012-2013, I was commissioned by the Global Risk Institute in Financial Services to study the risk-taking activities of Canadian financial institutions that include banks, life insurance and pension plan companies and asset management sector, in the prolonged low interest rate environment." - Tony Wirjanto