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Teaching Staff Research Interests
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Insurance Risk Theory; Ruin Theory; Aggregate Claims; Queueing Theory.
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Actuarial Science; Dependence Structures; Stochastic Orders; Risk Measures.
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Bioinformatics; Protein Modelling; Forensic Statistics; Monte Carlo Simulation.
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Research areas include statistical diagnostics: outliers and influential observations etc, robustness, longitudinal data analysis, DNA profiling, forensic statistics, genetic epidemiology, credibility theory, social statistics.
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Influential observations; Multivariate statistics; Nonlinear random model.
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Multivariate Survival Analysis; Semiparametric Regression; Medical Statistics.
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Bootstrap; Resampling Methods; Statistical Theory: Asymptotics and Applications.
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Time Series Analysis; Financial Econometrics; Financial Risk Management.
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Time Series Analysis; Financial Econometrics; Environmental Modelling; Financial Risk Management; Actuarial Applications.
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Time Series Analysis; State-space Modelling; Environmental Statistics; Financial Time Series and Econometrics.
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Asset Liability Management; Enterprise Risk Management; Insurance Pricing Models; Pension Projection Models; Regression Analysis.
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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.
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Missing data problems; Constrained parameter models; Variable selection; Sample surveys with sensitive questions; Biostatistics.
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Actuarial Science; Errors-in-variables Regression Models; Monte Carlo Simulations; Robustness Studies and Applications of Asymptotic Theory.
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Actuarial Science; Insurance Risk Models; Mathematical Finance.
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Random matrix theory and high-dimensional data analysis: large sample
covariance matrices, high-dimensional estimation and testing; Inference for
stochastic processes: nonlinear time series and Markov-swithcing processes;
Image analysis and understanding using Markovian spatial models: image
segmentation, motion analysis and tracking.
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Bayesian Adaptive Designs; Clinical Trials and Drug Development, Survival Analysis, Cancer Research.
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Data Mining and Machine Learning; Ranking Methods; Financial Data Mining; Risk Management; Environmental Statistics.
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Insurance Risk Modelling; Financial Risk Analysis; Survival Analysis.
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Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling.
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