Newswise — Daniel Bauer, associate professor of risk management and insurance at Georgia State University’s J. Mack Robinson College of Business, has been awarded the Bob Alting von Geusau Memorial Prize for the best paper published in the ASTIN Bulletin during 2012 and 2013, based on research topics related to the Financial Risks and ERM Section of the International Actuarial Association.
“On the Calculation of the Solvency Capital Requirement Based on Nested Simulations” was authored by Bauer, Andreas Reuss and Daniela Singer and published in the November 2012 ASTIN Bulletin. Reuss and Singer work with the Institute for Finance and Actuarial Sciences in Ulm, Germany.
The prize includes an award of $5,000 (Canadian dollars) to share among the three authors and the opportunity to present their paper at the upcoming AFIR/ERM Colloquium in Sydney, Australia in late August.
“Daniel is a young professor making a significant impact in the academic community. This award recognizes his impressive work,” Robinson College of Business Dean Richard Phillips said.
Bauer’s research interests focus on actuarial science, finance and risk management, with an emphasis on quantitative methods. He teaches classes in actuarial science, analytics, quantitative risk management and the department’s Ph.D. program.
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