Research output per year
Research output per year
Professor, Professor
Riccarton
EH14 4AS Edinburgh
United Kingdom
Accepting PhD Students
Research activity per year
My research lies at the interface of actuarial science, mathematical finance and operations research, with a particular interest in mathematical models for long-term financial decision-making under uncertainty.
Much of my recent work has focused on collective pension schemes, investigating how longevity and investment risks can be shared fairly and efficiently between generations. This research develops risk-sharing theory, and draws on stochastic modelling and optimisation, to address practical questions in pension design and management.
Before entering academia, I worked in pension consulting, and I retain a strong interest in developing mathematically rigorous models that are relevant to practitioners and policymakers.
I am a professor of actuarial mathematics at Heriot-Watt University, in the Department of Actuarial Mathematics & Statistics.
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Book/Report › Commissioned report
Research output: Book/Report › Commissioned report
Barajas Paz, A. (Recipient) & Donnelly, C. (Recipient), 19 Mar 2024
Prize: Prize (including medals and awards)
Donnelly, C. (Recipient), 2019
Prize: Prize (including medals and awards)
Donnelly, C. (Recipient) & Embrechts, P. (Recipient), 2015
Prize: Prize (including medals and awards)
Donnelly, C. (Editorial board member)
Activity: Publication peer-review and editorial work › Editorial activity
Donnelly, C. (Editorial board member)
Activity: Publication peer-review and editorial work › Editorial activity
Donnelly, C. (Contributor) & Chehab, R. (Contributor)
Activity: Other
Donnelly, C. (Contributor) & Bernhardt, T. (Contributor)
Activity: Other
3/09/20
1 Media contribution
Press/Media: Research
| Tzougas, G., Aidoo, E. N., Yoo, W. W., Batatia, H., Wei, W. & Donnelly, C. 1/01/23 → … |
Course