Birkbeck, University of London
Isabella Gollini is a Lecturer in Statistics at Birkbeck, University of London. She holds a PhD in Statistics from University College Dublin and worked as a postdoctoral researcher at Maynooth University and University of Bristol. Her research activity aims to integrate statistical methods with various applications through cross-disciplinary collaborations. As an applied statistician, she has worked closely with scientists with different expertise (e.g. Engineers, Geographers, Computer Scientists, etc.) in order to yield important practical results as well as developments of new statistical techniques. She has published several articles in top tier peer reviewed international journals. She is the author and contributor to three packages for the free statistical software R (www.r-project.org). These packages support the findings of her research: the tailloss package for estimating the probability in the upper tail of the aggregate loss distribution, the GWmodel package for exploring spatial heterogeneity using geographically weighted models, and the lvm4net package implementing latent variable models for network data using fast inferential procedures.
The authors of this paper assess the right-hand tail of an insurer’s loss distribution for a specified period (a year), presenting and analyzing six different approaches in doing so.