Actuarial and Financial Mathematics

Actuarial and Financial Mathematics

The actuarial and financial studies research group pursues a wide range of research. Actuaries are professionals who deal with numbers to make judgments about the future. Traditionally actuaries have worked mostly in pensions and life insurance areas as these require significant judgments regarding future financial assessments. However, the group also pursues research in wider areas including risk management, financial and investment markets, economic forecasting, and forestry investment. Professionalism and ethics are also a key research topic.

People

Dr Michelle Carey
Research Interests:Functional Data Analysis, Differential Equations, Financial instruments, Biological systems and Climatology

Mr Colm Fitzgerald
Research Interests: Risk and the psychology of risk, enterprise risk management, economics and banking, investment and financial markets, climate change, forestry, applying classical thought.

Dr Adrian O'Hagan 
Research Interests: Tail Dependence, Clustering, Copulas, Political Science

Dr Adamaria Perrotta
Research Interests: PDE, Stochastic Processes, Credit Risk, Prepayment Risk, Model Risk

(opens in a new window)Dr Andrew Smith
Research Interests: Stochastic mortality models, illiquidity premiums, corporate finance, asymptotic probability expansions, copulas, robust statistics, financial time series, stress testing.

Assoc Prof Shane Whelan
Research Interests: Longevity Modelling and Evaluation of Systems of Pension Provision‌  

Group Contact (Email): Dr (opens in a new window)Andrew Smith