Research Interests

Mathematical models for insurance science

• Interaction between demographic and actuarial risks

• Stochastic models for interest rates

• Stochastic models for mortality data

• Life insurance products and portfolio valuations

• Variable annuities

• Risk measures

• Car Insurance: pay how you drive, pay as you go.

Economics of cyber security

• Cyber risk management

• Statistical models for frequency and severity of cyber incidents

• Risk measures and risk assessment

• Cyber insurance