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Robinson Professor Awarded Prize for Best Research Paper

Trophies

The Bob Alting von Geusau Memorial Prize for the best paper published in the ASTIN Bulletin in 2012 and 2013 has been awarded to Daniel Bauer, an associate professor of risk management and insurance at the J. Mack Robinson College of Business at Georgia State University. The prize recognizes the best research paper published based on research topics related to the Financial Risks and ERM Section of the International Actuarial Association.

Bauer won the award for his paper On the Calculation of the Solvency Capital Requirement Based on Nested Simulations, which he coauthored with Andreas Reuss and Daniela Singer. Reuss and Singer work for the Institute for Finance and Actuarial Sciences in Germany. The paper was published in the November 2012 ASTIN Bulletin.

The authors were awarded a prize of five thousand Canadian dollars and the opportunity to present their paper at the AFIR/ERM Colloquium in late August in Sydney, Australia.

Professor Bauer teaches classes in analytics, quantitative risk management, and actuarial science, and also teaches in the business college’s Ph.D. program. His research focuses on finance and risk management and actuarial science with an emphasis on quantitative research methods.

“Daniel is a young professor making a significant impact in the academic community. This award recognizes his impressive work,” said Richard Phillips, the Dean of the Robinson College of Business.

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