AFIR-ERM

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).

All successful recipients of the Bob Alting von Geusau Prize are listed below.

Recipients of the Bob Alting von Geusau Prize
2017  Probability of Sufficiency of Solvency II Reserve Risk Margins: Practical Approximations by Eric Dal Moro and Yuriy Krvavych
2016 Consistent Yield Curve Prediction by Josef Teichmann and Mario V. Wüthrich
2015 Calculating Variable Annuity Liability "Greeks" Using Monte Carlo Silmulation by Mark J. Cathcart, Hsiao Yen Lok, Alexander J. MacNeil and Steven Morrison

and

Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model by Knut Aase

2014 Pricing and Solvency of Value-Maximizing Life Annuity Providers by Maathumai Nirmalendran, Michael Sherris and Katja Hanewald
2012-2013

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

2010-2011

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

2010

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

2009

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
2007

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