My primary research area is actuarial science. Topics I have done work with include statistical models for actuarial applications such as copula models and dependencies, elliptical distributions, loss models and estimation, and longitudinal data analysis. I have interests in other areas with wide applications in actuarial science such as risk measures and capital requirements, managing post-retirement assets, longevity risks, and annuitization.
CAE Research Grant on Data Mining
Please visit our website on our existing research project on Applying Data Mining Techniques in Actuarial Science.