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.