Faculty
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My research interests in the areas of Stochastic Claim Reserving, Operational Risk, Modelling Dependence in Actuarial Science, Ratemaking, Predictive Analytics in Insurance. Future directions where I would like to expand my research areas are Telematics and Insurance Data Science. |
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My research is focused on the foundational principles underlying prediction, inference, and decision making under uncertainty. This focus on foundations ties together multiple lines of work, which span machine learning, statistics, mathematical logic, applied probability, and computer science. |
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My research interests include probability theory, Markov chains, stochastic processes, and statistical computation especially Markov chain Monte Carlo computer algorithms. |
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My research focuses on the development of novel statistical approaches to analyze and integrate multi-omics data to identify genetic contributors to complex human disease. |
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My research program deals with a wide range of applied problems arising from genetic and genomic studies of complex human traits, for which statistical methodologies fall into the categories of multiple hypothesis testing, robust association methods and selective inference. |
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A main theme of my research is concerned with providing such a definition, together with the theory of inference that follows from this and with its application to solve particular statistical problems. Another theme of my research is concerned with developing methodology to resolve issues inherent with subjective choices in statistics through elicitation, controlling for induced biases, model checking and checking for prior-data conflict. |
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My research interests include data science and statistics pedagogy, communicating data, and the application of computational and data science methods across disciplines. |
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My research focuses on models and inference methodologies for spatio-temporal data, motivated by problems in spatial epidemiology and the environmental sciences. Current statistical methods research involves Bayesian inference for non-Gaussian spatial data, and non-parameteric methods for spatially aggregated and censored locations. |
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My main area of research explores modelling with positive dependence, inference for graphical models and the structure of latent tree models. I also obtained theoretical results in singular learning theory, tensor analysis, phylogenetics and algebraic geometry. Most recently, I'm exploring the links between mathematical statistics and learning theory. |
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My main research interests are in computational methods in statistics, especially, Markov chain Monte Carlo algorithms (MCMC), Bayesian inference, copula models, model selection procedures and statistical genetics. |
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My current research interests span stochastic control and games, reinforcement learning, machine learning, clean energy, and algorithmic trading and other applications in mathematical finance. |
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Actuarial Science (Loss Modelling, Insurance Risk Management, Financial Insurance). |
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My research interests include, but are not limited to, quantitative risk management, dependence uncertainty, sensitivity analysis for insurance, risk measures, stress testing and systemic risk. |
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My main areas of application are in statistical ecology and environmental statistics, with a particular focus on modeling of animal movement. |
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Research Interests: Critical pedagogy in financial education, ethics in life and annuity product design and marketing, history of US life insurance sector and market since 1960s, internationalization of education (with a focus on China), narrative-based mathematics education, risk management and life insurance, teaching humanities and ethics as part of financial education, and technology and software in life and annuity design and valuation. |