Research awards
- 2011, Lloyd's Science of Risk Prize, Lloyd's of London (news here from the Cass Business School, London)
- 2011, David G. Halmstad Prize, Actuarial Foundation (news here from the Wisconsin School of Business)
- 2010, Charles A. Hachemeister Prize, Casualty Actuarial Society, news here
- 2006, Ernst & Young Best Paper award at the 28th International Congress of Actuaries, Paris, France, 28 May - 2 June 2006
- 2000, Best Paper award at the 4th Asia-Pacific Risk and Insurance Association (APRIA) conference, Perth, Australia
- 1998, Halmstad Prize, Society of Actuaries
- 1998, Edward A. Lew Award, Society of Actuaries
Research interests
- statistical models in actuarial science
- copula models and dependencies
- managing post-retirement assets, longevity risks and annuitization
- elliptical distributions and their applications
- capital requirements and allocation principles
Editorial activities
- Associate Editor, Insurance: Mathematics and Economics, 2010 - present
- Member of the Editorial Board, The Scientific World Journal, Probability and Statistics subject area, 2013 - present
- Member of the Editorial Board, Insurance Markets and Companies: Analyses and Actuarial Computations, 2010 - present
- Member of the Editorial Board, Revista Contabilidade & Financas (Accounting & Finance Review), USP/Brazil, 2011 - present
- Member of the Editorial Board, Communications in Mathematical Finance, 2012 - present
- Member, Editorial Board, Risks, 2012 - present