Research and projects

Efficient and proper Generalised Linear Models with power link functions - With Vali Asimit, Alexandru Badescu, and Feng Zhou. Insurance: Mathematics and Economics  (2025)

Excess Verdict Insurance - with Pietro Millossovich. North American Actuarial Journal (2026)

Distribution-free shrinkage of high-dimensional mean vector - with Vali Asimit and Nathan Lassance. Journal of Business & Economic Statistics (2026)

Slab and Shrinkage Linear Regression Estimation - With Vali Asimit, Marina Anca Cidota and Jennifer Asimit. Submitted Journal: Statistics and Computing  (Major Revision)

Parity Regression Estimation - with Vali Asimit, Bogdan Ichim and Pietro Millossovich. Submitted Journal: Risks (Under Review)

A hybrid approach to shrinking the covariance matrix - with Vali Asimit and Nathan Lassance

Reducing Estimation Error through Shrinkage in Optimal Portfolio Choice - with Vali Asimit

Shrinkage GLM Modelling - with Vali Asimit, Yuantao Xie, and Yue Zhang

Developing an R Package for Parity Regression Estimation

Developing an R Package for Augmented IRLS in Generalized Linear Models

Developing an R Package for Multiple Linear Regression with Shrinkage Estimators

Developing an R Package for Mean and Covariance Shrinkage Estimators