- 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.