I am an Assistant Professor in the Department of Statistics and Actuarial Science at the University of Waterloo.
My research interests are in predictive and dependence modelling for problems in non-life insurance analytics. Correlated observations are ubiquitous in insurance loss data and characterizing their dependence is critical to the core insurance function of risk pooling. My current application focus is spatio-temporal modelling of insurance claims associated with weather property damage. As technological advances increase the availability and granularity of data, my research highlights the potential for analytics to support key operational areas in non-life insurance, including ratemaking, loss reserving, and claims management.
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