Professor in Statistics
Head of Department
Office: Columbia House, Room COL 6.03
Phone: +44 (0)20 7955 6016
Curriculum Vitae (March 2019) (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 Summer Term
Associate editor of Annals of Applied Probability
Associate editor of SIAM Journal on Control and Optimization
Associate editor of Insurance Mathematics and Economics
Associate editor of SIAM Journal on Financial Mathematics
Member of the Editorial board of SpringerBriefs in Quantitative Finance series
Member of the Bruti Liberati Prize (Bachelier Finance Society)
Co-director of the Centre of the Analysis of Time Series
Member of the Probability in Finance and Insurance 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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