Professor in Statistics
Head of Department
Office: Columbia House, Room COL 6.03
Phone: +44 (0)20 7955 6016
Curriculum Vitae (October 2016) (pdf format)
The Handbook of Insurance-Linked Securities (Co-edited by Luca Albertini, published by Wiley. (July 2009))
Gearty Grilling - Interview on Modelling
Munich Re report "Evaluating the Economics of Climate Risks and Opportunities in the Insurance Sector"
ST330: Stochastic and Actuarial Methods in Finance
More details on the Michaelmas Term
Associate editor of Stochastic Processes and their Applications
Associate editor of Bernoulli
Member of the Editorial board of SpringerBriefs in Quantitative Finance series
Principal examiner for the Institute of Actuaries
Member of the Bruti Liberati Prize (Bachelier Finance Society)
Co-director of the Centre of the Analysis of Time Series
Member of the Risk and Stochastics Group
Microinsurance, weather derivatives.
Research studies in the Statistics department.
London Graduate School in Mathematical Finance.
London Taught Course Centre for PhD Students in Mathematical Sciences.
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