Debora Daniela
Escobar
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About me
About me
Assistant Professor
Assistant Professor
Heriot-Watt University
Heriot-Watt University
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, where I was the Program Director of the BSc Actuarial Science. Previously, I was a Fellow in the same Department at LSE. I did my PhD at the Department of Statistics and Operations Research at the University of Vienna. I have an MSc in Statistical and Computational Data Analytics 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
Research interests
Risk Management • Insurance Risk • Risk Sharing • Operational Resilience • Inclusiveness • Cyber risk • Model Ambiguity • Dynamic Programming • Optimal Control Theory • Sustainable finance and insurance
Submitted papers
• Escobar, D.D, Assa, H. Chen, Y. Optimal reinsurance maximising dividends: an infinite-dimensional optimisation 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
Current teaching
MSc Actuarial Management with Data Science:
• Quantitative Risk Analysis
• Machine Learning for Risk and Insurance II
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