Research
Mathematical risk theory
Actuarial mathematics
Risk Analysis, Ruin and Extremes (RARE)
https://www.liverpool.ac.uk/institute-for-financial-and-actuarial-mathematics/research/rare/
Research groups
Research grants
RARE - Risk Analysis, Ruin and Extremes
EUROPEAN COMMISSION
December 2012 - November 2016
Reinsurance, Dividends and Capital Optimisation in General Insurance Companies
CASUALTY ACTUARIAL SOCIETY (USA)
June 2014 - September 2019
Impact Acceleration Account - University of Liverpool 2012
ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCIL
October 2012 - March 2017
Research collaborations
Prof. Marie Kratz
Ecole des Hautes Etudes en Sciences Sociales-Paris, France
RARE - IRSES FP7 project
Prof. Enkelejd Hashorva
University of Lausanne, Switzerland
RARE - IRSES FP7 project
Prof. Gennady Samorodnitsky
Cornell University, USA
Risk models with Gamma claims
Prof. Jiro Akahori
Ritsumeikan University, Japan
Japanese double debt problem
Prof. Kais Hamza
Monash University, Australia
Inverse problems in risk theory
Prof. Florin Avram
Pau University, France
Asymptotic results in risk theory
Prof. Jorge Ramirez
Universidad National Colombia
Fractional differential operators
Dr. Apostolos Papaioannou
Delayed risk models
Dr. Olivier Menoukeu-Pamen
Exchange rates influence in financial markets
Dr. Jospeh Lo
Aspen
Knowledge exchange regarding use of risk theory for risk management purposes
Dr. Kieran Sharkey
Health related projects.
Prof. Veronique Maume-Deschamps
University of Lyon 1, France
Risk models with premium adjusted to solvency targets
Prof. Alfredo Egidios dor Reis
University of Lisbon, Portugal
Automobile insurance
Prof. Zbigniew Palmowski
University of Wroclaw, Poland
Asymptotic expansions, premiums dependent on reserves
Prof. Enrique Thomann
Oregon State University, USA
Renewal jump-diffusion processes
Prof. Hansjoerg Albrecher
University of Lausanne, Switzerland
Mathematical analysis of insurance risk models
Dr. Georg Regensburger
Austrian Academy of Sciences, Austria
Algebraic operators in insurance models
Dr. Markus Rosenkranz
University of Kent, UK
Algebraic operators in insurance models.
Prof. Didier Rulliere
University of Lyon 1, France
Ruin models with discrete inter-arrival times
Prof. Stephane Loisel
University of Lyon 1, France
Dependence models in insurance portfolios
Prof. Severine Gaille-Arnold
University of Lausanne, Switzerland
Organization of 2013 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Ticino, Switzerland Organization of 2015 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Liverpool, UK Organization of 2017 Winter School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Ticino, Switzerland Organization of 2019 School "Perspectives in Actuarial Risks in Talks of Young researchers" (PARTY) in Sibiu, Romania