Academic Staff - Institute for Financial and Actuarial Mathematics

 ‌Corina Constantinescu

Dr Corina Constantinescu

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

See also personal website.

 

Dr Hirbod Assa

Dr Hirbod Assa is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Mathematical finance
  • Hedging and Pricing
  • Actuarial mathematics
  • Agricultural economics and finance
See also personal website.
 

Prof Nick Bingham

Professor Nick Bingham is a research fellow in the Department of Mathematical Sciences and a Professor of Mathematics at Imperial College London. His research interests are:

  • Topological regular variation
  • Stationary processes and prediction theory
  • Levy and other models in mathematical finance

See also personal website.

 ‌‌‌‌‌

Dr Carmen Boado-Penas

Dr Carmen Boado-Penas is a 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.

 Amogh Deshpande

Dr Amogh Deshpande

Dr Amogh Deshpande is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Quantitative and mathematical finance
  • Stochastic analysis and its applications
  • Probabilistic analysis of problems in economics
See also personal website.
 Julia Eisenberg

Dr Julia Eisenberg

Dr Julia Eisenberg is a lecturer in the Department of Mathematical Sciences. Her research interests are:

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

Dr Paul Eisenberg

Dr Paul Eisenberg is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Stochastic finance of stock and energy markets
  • Term structure modelling
  • Lévy type processes
  • Stochastic 
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 lecturer 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 Sovan Mitra

Dr Sovan Mitra

Dr Sovan Mitra is a Senior lecturer in the Department of Mathematical Sciences. He is based at the University of Liverpool London campus. His research interests are:

  • Quantitative and empirical finance
  • Risk Management
  • Decision Analysis

See also personal website.

Dr Apostolos Papaioannou

Dr Apostolos Papaioannou is a 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
 Leonardo Rojas Nandayapa

Dr Leonardo Rojas Nandayapa

Dr Leonardo Rojas Nandayapa is a lecturer in the Department of Mathematical Sciences. His research interests are:

  • Risk theory
  • Stochastic simulation
  • Rare events and heavy--tailed distributions

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

PhD Students

 Mashael Abdulmain Algoulity

Mashael Abdulmain Algoulity

Ms Mashael Abdulmain Algoulity is working under 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 supervision of Dr Gashi on "Stochastic Optimal Control with Constraints and its Financial Applications".

 Yunzhou Chen

Yunzhou Chen

Ms Yunzhou Chen is working under supervision of Dr Assa on "Hedging Insolvency of Insurance Companies".

 Kira Henshaw

Kira Henshaw

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

 Tianyuan Ni

Tianyuan Ni

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

 Haoyu Qian

Haoyu Qian

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

 Jing Wang

Jing Wang

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

Graduates PhD

JennaPhD 

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". Currently studying for an MBA at the University of Liverpool. 

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".

 JiaJiePhD

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

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". 

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

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

Lewis Ramsden

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.

MengWang

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

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".

Wei Zhu

Dr Wei Zhu worked under supervision of Dr Constantinescu on "Fractional calculus in risk theory".