The Redington Prize is a competition for the best paper published on an investment-related topic within a certain time-frame. The biennial prize promotes investment research and a cash prize is awarded to the author of the chosen paper. Anyone can nominate a paper for prize consideration. The prize is sponsored by the Investment Section and is named after F. M. Redington, the eminent British Actuary who coined the term "immunization" in a 1952 paper that was published in the Journal of the Institute of Actuaries.
- The Risk of Asset Default
TSA XLI (1989): 547-582
by Irwin T. Vanderhoof, Faye Albert, Aaron Tenenbein and Ralph Verni
- Multivariate Duration Analysis
TSA XLIII (1991): 335-376
by Robert R. Reitano
- Multivariate Stochastic Immunization
TSA XLV (1993): 425-461
by Robert R. Reitano
- Interest Rate Risk Management: Developments in Interest Rate Term Structure Modeling
NAAJ Vol. 1 No. 2 (April 1997)
by Andrew Ang and Michael Sherris
- Quasi-Monte Carlo Methods in Numerical Finance
Management Science (1996) and reprinted in Chapter 24 of Monte Carlo: Methodologies and Applications for Pricing and Risk Management (1998)
by Corwin Joy, Phelim Boyle and Ken Seng Tan
- Term Structure Models: A Perspective from the Long Rate
NAAJ, Vol. 3, No. 3, (1999)
by Yong Yao.
- Market Value of Insurance Liabilities: Reconciling The Actuarial Appraisal and Option Pricing Methods
NAAJ, Vol. 4, No. 1, (January 2000)
by Luke N. Girard, FSA.
- Reinventing Pension Actuarial Science
The Pension Forum, Volume 15, No. 1, (January 2003)
by Lawrence N. Bader and Jeremy Gold
- The Earnings Implications of Pension Expense: A Stochastic Analysis of Ten Canadian Companies
NAAJ, Vol.9 No. 4 (October 2005)
by Paul Joss
- The Intersection of Pensions and Enterprise Risk Management
Published in "Frontiers in Pension Finance"
by Jeremy Gold