Cumpston Research


THERE ARE TWO RICHARD CUMPSTON entries recorded on this page. I am aiming to identify them and need your help. If you are related please contact me. Where I can confirm that Richard is the retired Actuary I have placed the detail in a yellow box. Where there is doubt please see the green boxes

Many thanks.

Investing in Australia during climate change Richard Cumpston and Richard Denniss
Treasury’s October 2008 report on the economics of climate change mitigation was followed in December by the Government’s
White Paper on its carbon pollution reduction scheme. What guidance do these comprehensive reports, and other emerging data, provide to investors in climate-affected industries such as agriculture and tourism, which are now facing large long-term risks?

The ANU Centre for Actuarial Research (CfAR) was established in 2001 for the purpose of promoting quality research into areas of current actuarial interest and fostering important interconnections between the ANU graduate program in actuarial studies and the members of the practicing actuarial profession.

Recent Presentations (since 2006) of Affiliated Staff
Aug 2007:
 Dynamic microsimulations of Australian individuals and households at varying geographic scales 1st general conference of the International Microsimulation Association, Vienna
 Cumpston, J.R.

Current PhD Students (including staff):

Richard Cumpston
 Dynamic microsimulations of Australian households
Mr Richard Cumpston 
PhD Candidate School of Finance & Applied Statistics
Office Location Room 2098, Copland Building 24

Mailing Address School of Finance and Applied Statistics
Crisp Building 026
Australian National University
ACT 0200 Australia
Email [email protected]

Dynamic Microsimulations of Australian Individuals and Households at Varying Geographic Scales

J Richard Cumpston Cumpston Sarjeant Pty Ltd Consulting Actuaries Level 16, 600 Bourke Street Melbourne Australia 3000 [email protected]
Abstract: This paper is part of work intended to provide microsimulations of Australian individuals and households, at geographic scales and sampling densities selected to match different applications. A synthesis procedure is described to derive baseline individuals and households for areas as small as the 200 dwellings used as census collection districts in Australia. Cross-tabulations of data are assumed to be available for each small area, but not unit records. The procedure randomly allocates characteristics to individuals, taking into account their probabilities of having each characteristic. Individuals are randomly grouped into households, taking into account their probabilities of association. Replication success rates suggest the synthesis procedure is robust and versatile.
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