Bruce Jones

Professor
Office: WSC 221
Phone: 519-661-2111 x83149
Email: bjones@uwo.ca


FSA , 1988
FCIA , 1989
Ph.D. University of Waterloo, 1992

 

Courses offered in current school year

AS4823A001*     Survival Analysis
AS9004A001*     Survival Analysis
AS9860A001*     Selected Topics in Actuarial Science
AS3431B001*     Life Contingencies III
AS9007B001*     Advanced Multistate Models
AS4960F001*     Selected Topics in Actuarial Science
SS4940F001     Selected Topics in Statistics
* is a combined undergraduate/graduate course

Research Areas

  • Actuarial Applications of Multi-State Models
  • Applications of Credibility Theory
  • Insured Lives Mortality

Graduate Students Supervision

  • Boquan Cheng
  • Robert Mccann

Publications

  • Jones, B., Hassan Zadeh, A. and Stanford, D. (2014). The use of phase-type models for disability insurance calculations. Scandinavian Actuarial Journal, (8) 714-728.
  • Jones, B., Brown, R. L., Hardy, M., MacDonald, B. -. and Morrison, R. J. (2013). Research and Reality: A Literature Review on Drawing Down Retirement Financial Savings. North American Actuarial Journal, 17 (3): 181-215.
  • Jones, B. (2010). Forest fir risk assessment: an illustratice example from Ontario, Canada. Journal of Probability and Statistics, 2010: Article ID 823018.
  • Brazauskas, V., Zitikis, R. and Jones, B. (2009). Robust fitting of claim severity distributions and the method of trimmed moments. Journal of Statistical Planning and Inference, 139(6): 2028-2043. http://www.sciencedirect.com/science/article/pii/S0378375808003716.
  • Brazauskas, V., Zitikis, R. and Jones, B. (2009). When inflation causes no increase in claim amounts. Journal of Probability and Statistics, 2009: Article ID 943926.
  • Kwon, H.* and Jones, B. (2008). Applications of a multi-state risk factor/mortality model in life insurance. Insurance: Mathematics and Economics, 43 394-402. http://dx.doi.org/10.1016/j.insmatheco.2008.07.004.
  • Asimit, A. V.* and Jones, B. (2008). Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio. ASTIN Bulletin, 38(1) 147-159. http://dx.doi.org/10.2143/AST.38.1.2030407.
  • Brazauskas, V., Zitikis, R. and Jones, B. (2008). Estimating Conditional Tail Expectations with Actuarial Applications in View. Journal of Statistical Planning and Inference, 138 3590-3604. http://dx.doi.org/10.1016/j.jspi.2005.11.011.
  • Asimit, A. V.* and Jones, B. (2008). Dependence and the asymptotic behavior of large claims insurance. Insurance: Mathematics and Economics, 43(3): 407-411.