Becoming a Golden Hawk means more than just cheering on our (really good) varsity teams – it means being a student who cares about your community, who works hard in the classroom, and who takes advantage of all the learning opportunities that can happen outside the classroom, too.
Knight Distinguished Lecturer, University of Manitoba, 2012.
Gold Medal research Award, UK Institute of Actuaries, 2008.
Financial Engineer of the Year, Institute for Advanced Financial Education, 2006.
Research Professor, University of Waterloo, 2006.
Centennial Gold Medal, International Actuarial Association, 1995.
INA Medal for Distinguished Research, Italian Academy of Science, 1989.
First winner of David Halmstad Award, Best paper in actuarial science worldwide, 1980.
Student Opportunities / Supervising
Graduate Supervisions: Masters, Doctoral, Postdoctoral -completed/in progress I have supervised 14 PhD students, been a member of 37 PhD committees and supervised approximately 55 master students’ theses.
Graduate Courses and Directed Studies: I have taught approximately 2 graduate students per year for over 30 years.
Undergraduate Supervisions: I have supervised about 19 undergraduate projects.
Undergraduate Courses and Directed Studies: I have taught about 80 undergraduate courses in my career.
Boyle, Phelim P. and Joseph Kim, (2012), “Designing a Counter-Cyclical Insurance Program for Systemic Risk”, Journal of Risk and Insurance, forthcoming.
Boyle, Phelim P., Lorenzo Garlappi, Raman Uppal and Tan Wang, (2012), “Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification,” Management Science, 58,2,253-272.
Boyle, Phelim P., R. Jha, J. S. Kennedy and W. Tian, (2011), “Optimal Stock and Option Proportions in Executive Compensation,” Quarterly Journal of Finance, 1, 169-203.
Bernard, C., Phelim P. Boyle and W. Gornall, (2011), “Locally-capped Investment Products and the Retail Investor,” The Journal of Derivatives, 18(4), 72-88.
Bernard C. and Phelim P. Boyle, (2011), “A Natural Hedge for Equity Indexed Annuities,” Annals of Actuarial Science, 5, 211-230.
Boyle, Phelim P. and Carole Bernard, (2010), Monte Carlo methods for Discrete Parisian Options, European Journal of Finance, 1, 1-28.