Alex is a PhD candidate in Actuarial Science at Cass Business School.
His research is focused on actuarial reserving, mortality prediction and marker based forecasting. Because of his mathematical background, his work is closely connected to survival analysis, non-parametric statistics and counting process theory.
His current projects involve non-parametrical predictions of future conditional hazards based on additional information and mortality forecasting in the UK and South Korea.
Non-parametric statistics, kernel estimation, survival analysis, counting processes, in-sample forecasting, chain ladder method, probability theory.
- Bsc in Mathematics, Heidelberg University, Germany
- MSc in Mathematics, Heidelberg University, Germany
English (can peer review), German (can peer review) and Russian (can read, write and speak).