PhD Students

	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 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 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 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".