
Research Area: Actuarial and Financial Mathematics
Research Profile: Actuarial Science
My research area is in actuarial science, with focus on: dependence modeling, loss reserving, capital allocation and predictive modeling in non-life insurance and ratemaking/pricing.
The objective of my research is to propose hierarchical statistical approaches to model dependence within and between risks in non-life insurance in general, and in a loss reserving context in particular. One of the most critical problems in Property & Casualty (P&C) insurance is to determine an appropriate reserve for incurred but unpaid losses. These provisions generally comprise most of the liabilities of a non-life insurance company. The global provisions are often determined under an assumption of independence between the lines of business. However, most risks are related to each other in practice, and this correlation needs to be taken into account.
Actuarial and Financial Mathematics, Statistical Models in P&C insurance, Dependence Modeling
2022/2023
Math 3FM3
Stats 3ST3
Stats 4H03
MFM 704
2021/2022
Math 3FM3
Math 4FM3/6FM3
Stats 3ST3
Stats 4G03
MFM 704
2020/2021
Math 2FM3
Math 3FM3
Math 4FM3/6FM3
Stats 3ST3
MFM 704
2019/2020
Math 2FM3
Math 3FM3
Math 4FM3/6FM3
MFM 704
2018/2019
Math 2FM3
Math 4FM3/6FM3