Professor in Statistics
Deputy Head of Department
Office: Columbia House, Room COL 6.03
Phone: +44 (0)20 7955 6016
Curriculum Vitae (December 2014) (pdf format)
The Handbook of Insurance-Linked Securities (Co-edited by Luca Albertini, published by Wiley. (July 2009))
ST330: Stochastic and Actuarial Methods in Finance
ST440: Recent Developments in Finance and Insurance
More details on the Lent Term
Associate editor of Stochastic Processes and their Applications
Associate editor of Bernoulli
Member of the Editorial board of SpringerBriefs in Quantitative Finance series
Associate editor of International Journal of Financial Studies
Principal examiner for the Institute of Actuaries
Co-director of the Centre of the Analysis of Time Series
Member of the Risk and Stochastics Group
Member of the Centre for Climate Change Economics and Policy
Research expert on the project Understanding, Modeling and transferring longevity risk (Ecole Polytechnique and Fédération Française des Banques)
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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