Research Output per year
Organization profile
Organisation profile
We are a world-leading centre of teaching and research in actuarial mathematics, financial mathematics, risk management, probability and statistics. We were the first in the UK to offer a specialised programme in actuarial mathematics, and all our actuarial programmes are fully accredited by the UK actuarial profession.
Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit
Epidemic Model
Mathematics
Insurance
Mathematics
Random Mapping
Mathematics
Model
Mathematics
Random walk
Mathematics
Lévy Process
Mathematics
Tail
Mathematics
Queue
Mathematics
Co Author Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Profiles
Thomas Bernhardt
- School of Mathematical & Computer Sciences - Research Associate
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Research Associate
Person: Academic (Research)
Andrew John George Cairns
- School of Mathematical & Computer Sciences - Professor
- Research Centres and Themes, Centre for Finance & Investment - Professor
- Research Pools at Heriot Watt University, Edinburgh Research Partnership in Engineering & Mathematics (ERPem) - Professor
- Research Pools at Heriot Watt University, The Maxwell Institute for Mathematical Sciences - Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Professor
Person: Academic (Research & Teaching)
Damian Clancy
- School of Mathematical & Computer Sciences - Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Professor
Person: Academic (Research & Teaching)
Research Output 1976 2019
Algebraic Structures and Stochastic Differential Equations driven by Levy processes
Curry, C., Ebrahimi-Fard, K., Malham, S. J. A. & Wiese, A., 23 Jan 2019, In : Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences. 475, 2221, 20180567Research output: Contribution to journal › Article
Open Access
File
Lévy Process
Algebraic Structure
Stochastic Equations
Differential equation
Vector Field
Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Fung, M. C., Peters, G. W. & Shevchenko, P. V., Mar 2019, In : Annals of Actuarial Science. 13, 1, p. 109-144 36 p.Research output: Contribution to journal › Article
State space
Mortality
Cohort effect
Cohort
Modeling
Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons
Cruise, R. J. R., Flatley, L., Gibbens, R. J. & Zachary, S., 15 Jan 2019, In : Operations Research. 67, 1, p. 1-9 9 p.Research output: Contribution to journal › Article
Open Access
File
Energy storage
Market impact
Forecast horizon
Energy market
Modeling
Prizes
Academic Member of UCL Center for Blockchain Technology
Gareth W. Peters (Recipient), 1 Jan 2016
Prize: Appointment
Adjunct Honorary Professor University of New South Wales, Sydney, Australia
Gareth W. Peters (Recipient), 1 Jan 2017
Prize: Appointment
university teacher
Affiliated Professor of Institute of Theoretical and Applied Geophysics, Peking University PKU (2016-2018)
Gareth W. Peters (Recipient), 1 Jan 2016
Prize: Appointment
geophysics
Activities 1998 2019
ASTIN Bulletin: The Journal of the IAA (Journal)
Donnelly, C. (Editorial board member)1 Jan 2019
Activity: Publication peer-review and editorial work › Editorial activity
Insurance: Mathematics and Economics (Journal)
Donnelly, C. (Editorial board member)1 Mar 2019
Activity: Publication peer-review and editorial work › Editorial activity
Royal Statistical Society Member and Fellow (External organisation)
Peters, G. W. (Chair)1 Jan 2018 → 1 Jan 2019
Activity: Membership › Membership of network
Press / Media
Mathematicians are a cure for the credit crisis, not the cause
3/04/10
1 media contribution
Press/Media: Research