Lecturer, Department of Mathematics and Actuarial Science
Area of Specialization is Financial Mathematics.
Research Interests: Financial Mathematics, Actuarial Mathematics, Stochastic Analysis, Numerical methods & simulations, Probability Theory, Quantitative Risk, modeling, Stochastic Optimal Control .
Current Research:
- Modeling of new skewed, heavy tailed, unimodal distributions for Insurance claims data
- Construction of new portfolio optimization algorithms using the ARMA+GARCH+Copula approach.