Brian Hey Prize

The Brian Hey Prize was established in 1998. Brian Hey was a senior and respected actuary who worked in general insurance. 

In his memory, his family and employer donated funds to further actuarial research, and the IFoA has used this to establish a research-based prize in his memory.

The Brian Hey Prize has a long history of recognising practical and valuable research for members of the IFoA general insurance community. Awarded annually at the IFoA GIRO Conference, it honours the best paper submitted each year and continues to highlight work that supports and advances general insurance practice.

2025 prize winners announced

At IFoA GIRO Conference 2025, the prestigious Brian Hey Prize was awarded to Karol Gawlowski and Yafei (Patricia) Wang, FIA C.Act, for their paper Interpretable Boosted GLM.

Their innovative framework offers a practical and explainable advancement for GI modellers, improving on traditional GLMs while closely matching the performance of machine learning techniques.

Two papers were Highly Commended by the judging panel in what was a highly competitive year with an exceptional number of submissions:

Each Highly Commended paper has been offered a sessional meeting and publication in the British Actuarial Journal. The winning paper also receives a £500 prize.

We thank all contributors this year for their hard work, insight and commitment to advancing the profession.

Winners

Year

Recent Brian Hey prize winners

Author(s)

2025 Interpretable Boosted GLM (PDF 1MB) Karol Gawlowski and Yafei (Patricia) Wang, FIA C.Act
     
2024 Parameterising capital modelling volatility: allowing for changes in volume (PDF, 4 MB) Neil Gedalla, Adam Smylie, Jade Lagrue
     
2023 Reserving for climate change: 2023 Working Party Update: Litigation, Wordings and Qualitative Tools Climate Change Reserving Working Party
     
2022 Asbestos Working Party 2022 update By members of the Asbestos Working Party
     
2021 LocalGLMnet: interpretable deep learning for tabular data Ronald Richman, Mario V. Wüthrich
     
2020 The Actuary and IBNR Techniques: A Machine Learning Approach Ronald Richman and Caesar Balona
     
2019 No winner n/a
     
2018 Self-assembling insurance claim models using regularized regression and machine learning Gráinne McGuire, Hugh Miller and Greg Taylor
     
2017 No winner n/a
     
2016 Analyzing the Disconnect Between the Reinsurance Submission and Global Underwriter's Needs CAS International Pricing Research Working Party - Chair: John Buchanan
     
2015 Application of the Solvency II actuarial function to general insurance firms The Actuarial Function Working Party
     
2015 Bias, guess and expert judgement in actuarial work The Getting Better Judgement Working Party
     
2014 Towards the Optimal Reserving Process Neil Bruce (Chair) and members of the Towards the Optimal Reserving Process Working Party
     
2013 Solvency II Technical Provisions for General Insurers Susan Dreksler (Chair) and members of the Solvency II Technical Provisions Working Party
     
2012 Triangle-Free Reserving Pietro Parodi
     
2011 Extending the Mack bootstrap Joseph Lo
     
2010 Crop Micro Insurance Agrotosh Mookerjee (chair) and members of the Working Party
     
2009 Winner's curse Mark Rothwell (chair) and members of Working Party
     
2008 Integrating pricing and capital modelling J B Crozet (chair) and members of Working Party
     
2007 Reinsurance counterparty credit risks Mark Flower (chair) and members of Working Party
     
2006 Catastrophe modelling Graham Fulcher (chair) and members of Working Party
     
2005 Periodical payments and the Courts Act Anthony Williams (chair) and members of Working Party
     
2004 UK asbestos - the definitive guide Julian Lowe (chair) and members of Working Party
     
2003 The cycle survival kit. An investigation into the reserving cycle and other issues Nick Line (chair) and members of Working Party
     
2002 Pricing excess of loss treaty with loss sensitive features: an exposure rating approach Ana J Mata, Brian Fannin and Mark A Verheyen
     
2001 No winner n/a
     
2000 Underwriting cycles and business strategies Sholom Feldblum
     
1999 No winner n/a
     
1998 Financial pricing of insurance in the multiple line insurance company J David Cummins, Franklin Allen and Richard D Phillips