selected publications academic article Longevity risk and the econometric analysis of mortality trends and volatility. Asia-Pacific Journal of Risk and Insurance. 5. 2011 thesis Longevity risk modelling with application to insurer longevity risk based capital stress margins 2011 working paper Modeling mortality with a bayesian vector autoregression 2011 Risk-based capital requirements of living benefits using a Bayesian vector autoregression mortality model 2011
principal investigator on Longevity risk modelling with application to insurer longevity risk based capital stress margins
teaching activities missing activity Lecturer missing activity Lecturer BSA 3215 - Risk Theory I Lecturer BSA 4119 - Risk Theory II Lecturer BSF 4126 - Financial Risk Management Lecturer MEPA 8101 - Teaching Philosophies Lecturer MEPA 8106 - Course Management Lecturer MFI 8102 - Discrete Time Modelling and Derivative Securities Lecturer