Personal profile
Research interests
Risk management, Risk sharing, Operational resilience, Resilience and inclusiveness for decision-making, Cyber Risk, Dynamic programming, Model ambiguity and robustness, Sustainable finance and insurance
Biography
I joined the Department of Actuarial Mathematics and Statistics in Heriot-Watt University in September 2023. Previously, I was an Assistant Professorial Lecturer in the Department of Statistics in the London School of Economics (LSE), where I was the Program Director of the BSc Actuarial Science. I initially joined LSE as a Fellow in the same department following my PhD. I completed my PhD in the Department of Statistics and Operations Research, at the University of Vienna, under the supervision of Prof Georg Ch. Pflug. I have an MSc in Statistical and Computational Data Analytics from the Complutense University of Madrid and the Technical University of Madrid. I hold a BSc in Mathematics from the Complutense University of Madrid.
Roles & Responsibilities
Exchange Coordinator for The University of Melbourne and University of Waterloo
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Optimal reinsurance maximising dividends as an infinite-dimensional optimisation problem and numerical results
Escobar, D. D., Assa, H. & Chen, Y., May 2026, In: Insurance: Mathematics and Economics. 128, 103244.Research output: Contribution to journal › Article › peer-review
Open AccessFile13 Downloads (Pure) -
Optimal reinurance maximising dividends as an infinite-dimensional optimisation problem and numerical results
Escobar, D. D., Assa, H. & Chen, Y., 19 Dec 2023, SSRN.Research output: Working paper › Preprint
Open Access -
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
van Ackooij, W., Escobar, D. D., Glanzer, M. & Pflug, G. C., Oct 2020, In: Computational Management Science. 17, 3, p. 387 1 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
van Ackooij, W., Escobar, D. D., Glanzer, M. & Pflug, G. C., Oct 2020, In: Computational Management Science. 17, 3, p. 357–385 29 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Link opens in a new tab Citations (Scopus) -
The distortion principle for insurance pricing: properties, identification and robustness
Escobar, D. D. & Pflug, G. C., Sept 2020, In: Annals of Operations Research. 292, p. 771-794 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile14 Link opens in a new tab Citations (Scopus)31 Downloads (Pure)
Prizes
-
Austrian Society of Operations Research (ÖGOR) Award for Ph.D. Thesis
Escobar, D. D. (Recipient), 2019
Prize: Prize (including medals and awards)