Actuarial Science; Applied Statistics; Computational Statistics; Data Science

I am an Associate Professor in the Department of Actuarial Mathematics and Statistics at Heriot Watt University in Edinburgh.

I am also the Academic Director of the Scottish Financial Risk Academy and the Academic Chair of the IFoA’s Data Science Research working party Statistical Learning in Actuarial Applications.

I previously held a tenured position in the Department of Statistics of the London School of Economics and Political Science, where I also served as Programme Director for the BSc in Actuarial Science and was the Liaison Officer with the IFoA. Previous to this I was a Lecturer in the Department of Statistics of University College Cork in Ireland.

My research interests are centered at the intersection of applied statistics, computational statistics, data science, and actuarial science. Specifically, my research is primarily focused on applying statistical learning and computational methodologies within the realms of non-life insurance and finance. This involves the development of univariate, multivariate, and time series models, as well as hybrid variations employing deep learning techniques. These models find applications in various areas, including insurance ratemaking, determination of optimal reserves and reinsurance levels, forecasting green bond prices, and predicting carbon prices, among others. Furthermore, my ongoing research is dedicated to exploring the influence of climate change on the finance and insurance sectors.

Finally, my professional activities include a membership of the American Risk and Insurance Association,  a fellowship of the Royal Statistical Society and I am a member of the reviewer board of  MDPI's Risks journal.

George Tzougas CV

‪George Tzougas‬ - ‪Google Scholar‬

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