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.

Research Output 1976 2019

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 journalArticle

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 journalArticle

Open Access
File
Energy storage
Market impact
Forecast horizon
Energy market
Modeling

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 workEditorial activity

Insurance: Mathematics and Economics (Journal)

Donnelly, C. (Editorial board member)
1 Mar 2019

Activity: Publication peer-review and editorial workEditorial activity

Royal Statistical Society Member and Fellow (External organisation)

Peters, G. W. (Chair)
1 Jan 20181 Jan 2019

Activity: MembershipMembership of network

Press / Media

An Age-Old Debate

Andrew John George Cairns

2/03/12

1 item of media coverage

Press/Media: Other

Mathematicians must get out of their ivory towers

Timothy Johnson

14/04/10

1 media contribution

Press/Media: Research