I’m excited to share that the first paper from my PhD, Stressing dynamic loss models, has been published this month in Insurance: Mathematics and Economics. In this paper, we applied a reverse stress testing approach to compound Poisson loss models. This is joint work with my PhD supervisors Sebastian Jaimungal and Silvana Pesenti.
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.
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.