Recent News

Stressing dynamic loss models published in IME

I’m excited to share that my most recent doctoral work is now available as a pre-print. In this paper, we explore the problem of an ambiguity-averse reinsurer who prices reinsurance contracts for different insurance companies. The insurers have different beliefs about the underlying loss model, and the reinsurer must determine which model to price under given this.

New preprint available: Optimal Robust Reinsurance with Multiple Insurers

I’m excited to share that my most recent doctoral work is now available as a pre-print. In this paper, we explore the problem of an ambiguity-averse reinsurer who prices reinsurance contracts for different insurance companies. The insurers have different beliefs about the underlying loss model, and the reinsurer must determine which model to price under given this.

August 22, 2023

Student Leadership Award

I was delighted to be awarded the Department of Statistical Science’s Student Leadership Award. This award recognizes my contributions to the department, including my work as President of the Statistics Graduate Student Union and my work organizing this year’s Student Research Day conference.

May 26, 2022