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  • Riccarton

    EH14 4AS Edinburgh

    United Kingdom

Accepting PhD Students

20102026

Research activity per year

Personal profile

Research interests

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.

Biography

I am a professor of actuarial mathematics at Heriot-Watt University, in the Department of Actuarial Mathematics & Statistics.

Expertise related to UN Sustainable Development Goals

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):

  1. SDG 3 - Good Health and Well-being
    SDG 3 Good Health and Well-being

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Collaborations and top research areas from the last five years

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