## About Me

I am a PhD student supervised by Professor Angelos Dassios in the Department of Statistics at the London School of Economics (LSE).

## Research Interests

General: Financial Mathematics, Computational/Quantitative finance, Insurance mathematics, Asset Pricing, Risk management, Actuarial Science.

Particular: Excursion theory, Lévy based stochastic model and application in insurance, Ruin theory, Stochastic simulation as applied to financial and insurance mathematics.

## Papers

* Exact Simulation for a Class of Tempered Stable and Related Distributions, with Angelos Dassios, Hongbiao Zhao [PDF]*

- ACM Transactions on Modeling and Computer Simulation , 28(3), 20:1-20:21, 2018

* Exact simulation of Generalised Vervaat Perpetuities, with Angelos Dassios, Jia Wei Lim [PDF]*

- Journal of Applied Probability, 56(1), 2019

* Efficient Simulation of Lévy-driven Point Processes , with Angelos Dassios, Hongbiao Zhao [PDF]*

- to appear in Applied Probability Journals

* Random Variate Generation for Tilted Stable Distributions, with Angelos Dassios, Hongbiao Zhao [PDF]*

- R&R at INFORM Journal on Computing

* Exact Simulation of Gamma-driven Ornstein-Uhlenbeck Processes with Finite and Infinite Activity Jumps, with Angelos Dassios, Hongbiao Zhao [PDF]*

- R&R at Journal of the Operational Research Society

* Truncated inverse Gaussian Lévy measures and applications in Insurance and Finance, with Angelos Dassios, Jia Wei Lim [PDF]*

- submitted

* Exact Simulation of Tempered Stable Ornstein-Uhlenbeck Processes: A Unified Approach , with Angelos Dassios, Hongbiao Zhao [PDF]*

- submitted

* Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds, with Angelos Dassios, Jia Wei Lim [PDF]*

- submitted
## Presentations

* 10th World Congress of Bachelier Finance Society, Dublin, Jul 2018
*

* Workshop on Data Science Theory and Practice, London, Mar 2018
*

* Department of Statistics, London School of Economics, Jun 2017
*

* Department of Statistics, London School of Economics, Jun 2016
*

* London Graduate School in Mathematical Finance, London, Mar 2016
*## Teaching

* ST102 Elementary StStatistical Theory
*

* ST303 Stochastic Simulation
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* MA212 Further Mathematical Methods
*