He is also a much demanded speaker at international conferences and events in academia, industry and for regulatory authorities
Research Interests
Stochastic modelling of extremal events in insurance and finance.
Econometric models for tick-by-tick data in finance.
Actuarial risk theory.
Quantitative risk management.
Modelling of dependence beyond linear correlation.
Aggregation of risk measures.
Extreme value theory and its applications.
Model uncertainty in risk management.
Stochastic models for risk diversification and risk concentration.