Research
Research Interests
My primary research area is actuarial science. I have recently been interested in data analytics work in insurance and actuarial science. Topics I have done work with include statistical models for actuarial applications such as copula models and dependencies, elliptical distributions, loss models and estimation, and longitudinal data analysis. I have interests in other areas with wide applications in actuarial science such as risk measures and capital requirements, managing post-retirement assets, longevity risks, and annuitization.
Recent Publications
Follow this link (still under construction). You may also find citations of my work at Google Scholar and at ResearchGate.
Working Papers
Some of my recent working papers are available here: arXiv.
CAE Research Grant on Data Mining
Please visit our website on our existing research project on Applying Data Mining Techniques in Actuarial Science.
SOA The Actuary Magazine 2021
You may find this roundtable discussion on climate change interesting The Time to Prepare is Now.