RESEARCH

Academic Research

 

Over the years, my research program has diversified and it now encompasses a wide range of theoretical and applied questions in the fields of Insurance Ruin Theory and Mathematical Finance. Non-Gaussian Option Pricing Models, Lévy Insurance Risk Models, Financial Econometric Regime-switching Models and Axiomatic Risk Measures are some of my research interests nowadays.  

Industrial Partnership Research 

 

Although I continue to work on classical problems, I now also have research projects in partnership with key industrial quantitative research teams in the finance sector. These projects are carried out under industry-funded research contracts that allow my team of students to explore applied-directions in new exciting fields bringing added value to our partner's operations. 

I actively search for new partnerhip opportunities: Inquiries are welcome.  

ACADEMIC

RESEARCH

INDUSTRIAL PARTNERSHIP

RESEARCH

Funding Agencies

Industrial Partners