Brockett – Shapiro Actuarial Journal Award

This award was initiated in 2010. It is made to the author of a paper published two years earlier in either the actuarial journal Variance published by the Casualty Actuarial Society or in the North American Actuarial Journal published by the Society of Actuaries and which provides the most valuable contribution risk management and insurance. The award winner will be determined by a committee with the Chairperson of the Brockett-Shapiro Actuarial Journal Award being selected by ARIA’s President.

Award Recipients

2019
“Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death”
North American Actuarial Journal, Volume 21, 2017 – Issue 3, Pages 397-416
Samuel Gbari, Université catholique de Louvain
Michel Poulain, Université catholique de Louvain
Luc Dal, Université catholique de Louvain
Michel Denuit, Université catholique de Louvain

2018
“Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs”
North American Actuarial Journal, 20:1, 65-87, 2016
Ian Duncan, University of California Santa Barbara
Jessica Loginov, Blue Cross Blue Shield of California
Michael Ludkovski, University of California, Santa Barbara

2017
“Multistate Actuarial Models of Functional Disability”
North American Actuarial Journal, 19:1, 41-49, 2015
Joelle H. Fong, Nanyang Business School
Adam W. Shao, CEPAR UNSW
Michael Sherris, University of New South Wales

2016
“Weather Derivative Risk Measures for Extreme Events”
North American Actuarial Journal, 18:3, 379-393
Robert J. Erhardt, Wake Forest University
Richard L. Smith, University of North Carolina

2015
“An Industrial Organization Theory of Risk Sharing”
North American Actuarial Journal, Vol. 17, Issue 4, 2013
Martin Boyer, HEC Montreal
Charles Nyce, Florida State University

2014
“Enterprise Risk Management: Strategic Antecedents, Risk Integration, and Performance”
North American Actuarial Journal, Volume 16, Number 1, 2012
Yijia Lin, PhD, University of Nebraska
Min-Ming Wen, California State University
Jifeng Yu, PhD, University of Nevada

2013
“Capital Allocation in the Property-Liability Insurance Industry”
Variance 5:2, 2011, pp. 141 -157
Stephen D’Arc

2012
“The Effectiveness of Using a Basis Hedging Strategy to Mitigate the financial consequences of Weather-related Risks”
North American Actuarial Journal 2010, Volume 14, Number 2, 157-175
Linda L. Golden
Charles C. Yang
Hong Zou