Research interests of the actuarial science faculty include a number of areas at the intersection of actuarial science, quantitative risk management, applied probability, and statistics. Specifically, members of the group have worked on:
- credibility and mixed linear models
- loss models (severity, frequency, dependence structures)
- measuring and pricing of risks
- model risk and robust statistics
- optimization problems in finance
- ruin theory
Over the last decade, these research contributions have appeared as published articles in top-tier actuarial journals (e.g., Insurance: Mathematics and Economics, North American Actuarial Journal, Scandinavian Actuarial Journal) as well as peer-reviewed journals in statistics and applied probability. Members of the group have also been successful in securing external funding from the Society of Actuaries, the Casualty Actuarial Society, the Actuarial Foundation, and the Actuarial Profession. In addition, they have been regular speakers at various actuarial research meetings, such as Actuarial Research Conference and Congress on Insurance: Mathematics and Economics.