Teaching Staff Research Interests

Actuarial Statistics; Longevity Risk.

Actuarial Science; Dependence Structures; Stochastic Orders; Risk Measures.

Network data analysis; Time series analysis; Text mining social networks.

Bioinformatics; Protein Modelling; Forensic Statistics; Monte Carlo Simulation.

Research areas include statistical diagnostics: outliers and influential observations etc, robustness, longitudinal data analysis, DNA profiling, forensic statistics, genetic epidemiology.

Semi-parametric model; Dimension reduction; Survival analysis; Bayesian decision-theoretic method; Adaptive trial design.

Influential Observations; Multivariate Statistics; Non-Linear random model.

Multivariate Survival Analysis; Semi-Parametric Regression; Medical Statistics.

Copula modelling, extreme value theory, high-dimensional dependence structures, multivariate tail dependence.

Bootstrap; Resampling Methods; Statistical Theory: Asymptotics and Applications.

Real option theory and applications; Resource economics; Financial economics; Quantitative trading.

Time Series Analysis; Financial Econometrics; Financial Risk Management.

Time Series Analysis; Financial Econometrics; Environmental Modelling; Financial Risk Management; Actuarial Applications.

Statistical inference for massive data. Big Data Analytics. Causal Inference and Mediation Analysis. Mixed Models. Biostatistics.

Time Series Analysis; State-space Modelling; Environmental Statistics; Financial Time Series and Econometrics.

Foundation of inference. Converse of Bayes' Theorem and applications. Distribution theory. Actuarial & financial risk. Applications of asymptotic theory. Multivariate analysis. Linear models. Data mining & Informatics.

Time Series Analysis, High Dimensional Data Analysis.

Actuarial Science; Financial Mathematics; Insurance Risk Models; Financial Risk Analysis; Enterprise Risk Management.

Actuarial Science; Errors-in-variables Regression Models; Monte Carlo Simulations; Robustness Studies and Applications of Asymptotic Theory.

Survival analysis, Nonparametric and Semiparametric Inference, and High-dimensional data analysis.

Actuarial Science; Insurance Risk Models; Mathematical Finance.

Random matrix theory and high-dimensional statistics; Inference for stochastic processes and nonlinear time series; Image analysis using Markovian spatial models.

Bayesian adaptive designs in clinical trials; Survival analysis; Bayesian computation and methods.

Data Mining and Machine Learning; Ranking Methods; Financial Data Mining; Risk Management; Environmental Statistics.

Insurance Risk Modelling; Financial Risk Analysis; Survival Analysis.

Quantitative Risk Management, Machine Learning, Experimental Design.

Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling.

Time series analysis