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Bob Alting von Geusau Prize

In 2002, AFIR/ERM established The Bob Alting von Geusau Memorial Prize, in honour of its late and long-serving treasurer. The prize was awarded for the first time in 2003 in von Geusau’s home country at the 13th AFIR/ERM Colloquium in Maastricht (Netherlands).

Recipients of the Bob Alting von Geusau Prize

Calculating Variable Annuity Liability "Greeks" Using Monte Carlo Silmulation by Mark J. Cathcart, Hsiao Yen Lok, Alexander J. MacNeil and Steven Morrison
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model by Knut Aase


Pricing and Solvency of Value-Maximizing Life Annuity Providers, by Maathumai Nirmalendran, Michael Sherris and Katja Hanewald


On the Calculation of the Solvency Capital Requirement Based on Nested Simulations, by Daniel Bauer, Andreas Reuss and Daniela Singer


The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis, by Catherine Donnelly and Paul Embrechts


Stochastic Mortality The Impact on Target Capital, by Annamaria Olivieri and Ermanno Pitacco


Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions, by Shuan Yow and Michael Sherris

2008 A Discrete-Time Model for Reinvestment Risk in Bound Markets, by Mikkel Dahl

Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk, by Andrew J.G. Cairns, David Blake and Kevin Dowd

Life Annuitization: Why and How Much?, by Donatien Hainaut and Pierre Devolder

2005 Testing Distributions of Stochastically Generated Yield Curves, by Gary Venter
2004 Guaranteed Annuity Options, by Mary Hardy and Phelim Boyle
2003 A Universal Framework for Pricing Financial and Insurance Risk, by Shaun S. Wang