Dr Debora Daniela Escobar 





        





About me

A little bit about my journey

I am currently in Edinburgh working at Heriot-Watt University in the Department of Actuarial Mathematics & Statistics. Before joining Heriot-Watt, I was an Assistant Professorial Lecturer in the Department of Statistics at LSE. Previously, I was a Fellow in the same Department at LSE. I did my PhD at the Department of Statistics and Operations Research of the University of Vienna. I have an MSc in Statistical and Computational Treatment of Data from the Complutense University of Madrid and the Technical University of Madrid. I hold a BSc in Mathematics from the Complutense University of Madrid.

Research

  Research interests

• Risk Management • Insurance Risk • Dynamic Programming • Optimal Control Theory • Operational Resilience • Cyber risk • Model Ambiguity • Sustainable finance and insurance 

Submitted papers


• Escobar, D.D, Assa, H. Chen, Y. Optimal reinsurance maximising dividends: an infinite-dimensional optimization approach and numerical results



Publications


• van Ackooij, W., Escobar, D.D., Glanzer, M., Pflug G.C. Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Computational Management Science 17, 357–385 (2020). [here] 


• Escobar, D.D., Pflug, G.C. The distortion principle for insurance pricing: properties, identification and robustness. Annals of Operations Research 292, 771–794 (2020). [here] 


Current teaching

Machine Learning for Risk and Insurance II

All details on Canvas