Research Students

Anran Chen

Academic year: 2012/13
Supervisor 1: Steve Haberman
Supervisor 2: Steve Thomas
Research:  Stochastic Asset Allocation and Contributing Rule for Personal Pension Account under VAR constraints

Carolin Margraf

Academic year: 2014/15
Supervisor 1: Jens Nielson
Supervisor 2: Richard Verrall
Research:  Non-parametric estimation from ltered data with application in insurance

Chul Jang

Academic year: 2015/16
Supervisor 1: Iqbal Owadally
Supervisor 2: Andrew Clare
Research: Lifetime Investment and Annuitization Decisions using Multi-Stage Stochastic Programming

Junlei Hu

Academic year: 2014/15
Supervisor 1: Andreas Tsanakas
Supervisor 2: Alexander Asimit
Research: Optimal risk transfer under capital performance maximisation

Leonel Rodrigues Lopes Junior

Academic year: 2014/15
Supervisor 1: Steve Haberman
Supervisor 2: Ben Rickayzen
Research: Assessing the health care trajectory of patients diagnosed with chronic diseases

Senren Tan

Academic year: 2015/16
Supervisor 1: Vladimir   Kaishev
Supervisor 2: Dimitrina Dimitrova
Research: On the optimal investment problems for an insurer in a stochastic differential game

Silvana Manuela Pesenti

Academic year: 2015/16
Supervisor 1: Andreas Tsanakas
Supervisor 2: Pietro Millossovich
Research: Sensitivity analysis and its application to solvency insurance

Stephan Bischofberger

Academic year: 2016/17
Supervisor 1: Jens Nielsen
Supervisor 2: Lola Martinez-Miranda
Research: Continuous double chain ladder method for actuarial reserving