University of Connecticut

Actuarial and Financial Mathematics

Research Activity

  • Copula models and dependency including elliptical distributions and their applications.
  • Retirement planning models (both individual and collective) including pre- and post-retirement asset management, longevity risk, and annuitization.
  • Statistical models, data mining, big data analysis, and predictive analytics for actuarial, financial, healthcare and insurance applications.
  • Stochastic modeling (Monte Carlo and Markov chain) for complex actuarial and financial problems.
  • Risk measures, capital requirements and enterprise risk management, including ERM for small and medium sized enterprises.

Members