I am sending this to the list on behalf of Dr Paul Marriott
([log in to unmask]) of the National University of Singapore.
Please direct applications and all enquiries to him, not me!
------------------------------------------------------------------
Research Fellowship in Statistical Modelling and
Data Analysis in Insurance and Reinsurance
The National University of Singapore
Applications are invited for the post of Research Fellow in the Department
of Statistics and Applied Probability. The successful candidate will work on
the project entitled "Statistical Modelling and Data Analysis in Insurance
and Reinsurance".
Requirements: Recently qualified PhD candidates with experience in
Computational Statistics and/or Insurance Statistics.
Terms and Conditions: The appointment is for one year.
Depending on experience and academic record the post pays up to 58,450
Singapore dollars (equivalent to approximately Pounds 21,400 or US$34,000).
Applications: Interested candidates should submit their applications, giving
their detailed curriculum vitae, together with copies of their academic
certificates, transcripts of detailed results, and three reference letters
by the 1st November 2000 to:
Assoc Prof Paul Marriott
Department of Statistics and Applied Probability
The National University of Singapore
Faculty of Science
3 Science Drive 2
Singapore 117543
Email: [log in to unmask]
Fax No: ++65 872 3919
Any informal inquiries are welcome. Only short-listed candidates will be
notified.
Information on the project entitled
Statistical Modelling and Data Analysis in Insurance and Reinsurance.
This proposal concerns the development and application of rigorous
statistical techniques for answering risk assessment questions relevant to
insurance and reinsurance practice. The aim of the project is to develop
practical probabilistic and statistical methodology for assessing financial
risk and hence pricing insurance premiums via modern data analysis methods.
Advances in modern statistical computation (for example Markov Chain Monte
Carlo (MCMC) techniques), and theory (for example applications of extreme
value theory and random effects modelling) have now made possible detailed
and rigorous statistical analysis of the type of data typically found in the
insurance and reinsurance industries. Such modelling was not previously
considered tractable. The project aims to build on preliminary work done in
this area by the principle investigator and to exploit these developments.
The research findings will be of interest more generally in areas such as
finance and economics.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|