Academic Staff - Institute for Financial and Actuarial Mathematics

 ‌Corina Constantinescu

Professor Corina Constantinescu

Professor Corina Constantinescu is Director of the Institute for Financial and Actuarial Mathematics and a Professor in the Department of Mathematical Sciences. Her research interests are:

See also personal website.

Dr Ehsan Azmoodeh 

Dr Ehsan Azmoodeh

Dr Ehsan Azmoodeh is a Lecturer in the Department of Mathematical Sciences. His research interests are: 

  • Mathematical finance
  • Stochastic analysis
  • Wiener-Poisson analysis
  • Malliavin calculus
  • Stein method
  • Statistical inferences of stochastic processes
  • Fractional Brownian motion

See also personal website.

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Dr Carmen Boado-Penas

Dr Carmen Boado-Penas is a Senior Lecturer in the Department of Mathematical Sciences. Her research interests are:

  • Pay-As-You-Go pension finance. In particular: Notional Defined Contribution Accounts (NDC’s), Actuarial Balance and Automatic Balance Mechanisms
  • Long-Term Care Expenditure
  • Mortality Modelling

See also personal website.

 Julia Eisenberg

Dr Julia Eisenberg (Honorary staff)

Dr Julia Eisenberg is an honorary staff member. Her research interests are:

  • Actuarial Mathematics
  • Stochastic Optimization
  • Optimal Control Theory
  • Reinsurance, Dividends, Capital Injections in Insurance Companies
  • Optimal Consumption
See also personal website.

Dr Bujar Gashi

Dr Bujar Gashi is a Lecturer in the Department of Mathematical Sciences. His research interests are:

  • Control theory and its application. In particular: stochastic control, robust control, stochastic controllability, and descriptor stochastic differential equations
  • Optimal investment and consumption, interest rate modelling, and fixed-income derivatives
See also personal website.

Dr Olivier Menoukeu Pamen

Dr Olivier Menoukeu Pamen is a Reader in the Department of Mathematical Sciences. His research interests are:

  • (Backward) Stochastic differential equations (SDE)
  • Malliavin calculus and applications to SDE and mathematical finance
  • Stochastic control theory and application to mathematical finance

See also personal website.

Dr Apostolos Papaioannou

Dr Apostolos Papaioannou is a Senior Lecturer in the Department of Mathematical Sciences. His research interests are:

  • Ruin probabilities in dependent risk models
  • Catastrophe bonds
  • Actuarial modelling
See also personal website
 Sule Sahin

Dr Şule Şahin

Dr Şule Şahin is a Lecturer in the Department of Mathematical Sciences. Her research interests are:

  • Actuarial Mathematics
  • Stochastic Investment Models
  • Mortality Modelling

See also personal website

Raghid Zeineddine

Dr Raghid Zeineddine

Dr Raghid Zeineddine is a Lecturer in the Department of Mathematical Sciences. His research interests are:

  • Insurance and Financial Mathematics
  • Limit theorems and stochastic integration with respect to non-semimartingale processes
  • Stochastic calculus, Fractional Brownian motion, Malliavin calculus

See also personal website.

 

PhD Students

 Mashael Abdulmain Algoulity

Mashael Abdulmain Algoulity

Ms Mashael Abdulmain Algoulity is working under the supervision of Dr Gashi on "Quadratic backward stochastic differential equations with unbounded generators".

 Abdullah Aljalal

Abdullah Abdulrahman Aljalal

Mr Abdullah Abdulrahman Aljalal is working under the supervision of Dr Gashi on "Stochastic Optimal Control with Constraints and its Financial Applications".

 

Asrar Alyafie

Mrs Asrar Alyafie is working under the supervision of Prof.Constantinescu and Dr Papaioannou on "Car insurance for women in Saudi Arabia"

 

 Kira Henshaw

Kira Henshaw

Ms Kira Henshaw is working under the supervision of Prof.Constantinescu on "Risk Analysis of Pension Systems for Survivors (Orphans and Widows)".

Maoqi Hu

Ms Maoqi Hu is working under the supervision of Dr Boado-Penas and Prof Corina Constantinescu on “ Identifying spatio-temporal mortality clusters in China”.

Ozan Hur

Mr Ozan Hur works under the supervision of Dr. Sahin and Dr.Menoukeu-Pamen on the "Probability metrics approach to stochastic ordering and sensitivity analysis for financial and actuarial applications

Zuochen Song

Mr Zuochen Song working under the supervision of Dr Boado-Penas on "Longevity risk in pension schemes in Asia".

 Jing Wang

Jing Wang

Ms Jing Wang is working under the supervision of Prof.Constantinescu on "Insurance Risk Models with Premiums Dependent on Surplus".

Shijie Xu

Mr Shijie Xu is working under the supervision of Prof. Constantinescu and Dr Eisenberg on "The term structure of Energy futures".

Zeren Yao

Mr Zeren Yao is working under the supervision of Dr Boado Penas on "Analysis and Innovation of Global Pension System".

 

 

 

 

 

 

PhD Graduates

Jenna Birch

Dr Jenna Birch worked with Dr Pantelous and Dr Zuev (Institute for Risk and Uncertainty) on "Modelling financial markets using methods from network theory".  

Yunzhou Chen

Dr Yunzhou Chen worked under supervision of Dr Assa on "Hedging Insolvency of Insurance Companies".

Suhang Dai

Dr Suhang Dai worked under joint supervision of Dr Menoukeu Pamen on "Stochastic control and applications to insurance". 

Fan Fei

Dr Fan Fei worked with Dr Gashi on "Risk-sensitive control for a class of non-linear systems and its financial applications". Currently, working as a bond trader in Shanghai.

Vasileios Fragkoulis

Dr Vasileios Fragkoulis worked under joint supervision of Dr Pantelous and Dr Kougioumtzoglou (Institute for Risk and Uncertainty) on "Random vibration of systems with singular mass matrices.

Humberto Godinez Olivares

Dr Humberto Godinez Olivares worked under joint supervision of Dr Boado-Penas and Dr Pantelous on "Dynamic Modelling and Stability in Social Security Schemes".  Read more: Becoming an expert.

Haochen Hua

Dr Haochen Hua worked under supervision of Dr Gashi on "Risk-sensitive control of stochastic systems with Markovian switching and other model uncertainties".

Jiajie Li

Dr Jiajie Li worked with Dr Gashi on "Backward stochastic differential equations and optimal investment with stochastic interest rate".

Rong Li

Dr Rong Li worked under supervision of Dr Gashi on "Differential equations driven by rough paths and their application to control".

Poontavika Naka

Dr Poontavika Naka worked under joint supervision of Dr Boado-Penas and Dr Pantelous on "Valuing the long term care expenditure in face of the longevity risk". 

Tianyuan Ni

Dr Tianyuan Ni worked under supervision of Dr Assa on “Applying Machine Learning Algorithm on Forecasting Economic Factors”.

Weihong Ni

Dr Weihong Ni worked with Dr Constantinescu on "Risk models with premiums dependent on claims history". Find out more here: Becoming an expert.

Eudokia Passalidou

Dr Eudokia Passalidou worked with Dr Pantelous on "Optimal pricing strategies for Non-Life products into a competitive insurance market". 

Luís Portugal

Dr Luís Portugal worked under joint supervision of Dr Assa and Dr Pantelous on "Insurer’s Claims Reserving".

Haoyu Qian

Dr Haoyu Qian worked under supervision of Dr Constantinescu on "Risk theory models under finite-time horizon".

Lewis Ramsden

Dr Lewis Ramsden worked under the supervision of Dr Papaioannou on “Analysis of Ruin Probabilities for Risk Processes with Capital Management Techniques”.

Jia Shao

Dr Jia Shao worked with Dr Pantelous and Dr Papaioannou on "Modelling Earthquake Catastrophe Bonds and Alternative Risk Transfer Techniques".  Currently, Quant Strategist at Baryon Investment Ltd.

Meng Wang

Dr Meng Wang worked under joint supervision of Dr Assa on "The optimization of reinsurances combinations under the framework of ruin theory, and the numerical solution of the related ruin probability problems and optimization problems".

Renchao Wu

Dr Renchao Wu worked under joint supervision of Dr Pantelous, Dr Papaioannou and Dr Pelosse (Management School) on " A game theory approach for pricing of Non-Life insurance policies into a competitive market environment”.

Yuxin Xie

Dr Yuxin Xie worked with Dr Pantelous on "A system and control theoretic approach to behavioural finance". Currently, assistant professor at the School of Securities and Futures, Southwestern University of Finance & Economics in China.

Jing Xu

Dr Jing Xu worked under supervision of Dr Boado-Penas on "The Actuarial Balance Sheet for China's PAYG Pension System". 

Lin Yang

Dr Lin Yang worked with Dr Pantelous on "Linear Robust Hoo Stochastic Control Theory on the Insurance Pricing Processes". Currently, Lin Yang is a Lecturer in Actuarial Mathematics at XJTLU.

Moyu Zhang

Dr Moyu Zhang worked under the supervision of Dr Gashi on "Exact controllability and optimal investment for jump-diffusions".