JOR 16 4 authors

The Journal of Risk

Volume 16, Issue 4

 

John Wright

Dr. John Wright is currently a lecturer in the Department of Statistics at The Chinese University of Hong Kong. He holds a bachelor's degree in Mathematical Sciences from the University of Oxford and a MASt (Master of Advanced Study) from the University of Cambridge. He completed his Ph.D. at the Department of Mathematics at the The University of Hong Kong, researching applications of mathematics to finance. When he's not teaching, his research interests include statistics, stochastic analysis, financial mathematics and real estate finance.

 

 

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Phillip Yam

Dr. Phillip Yam is currently a faculty member in the Department of Statistics at Chinese University of Hong Kong. He holds both a bachelor's degree in Actuarial Science and an M.Phil degree from The University of Hong Kong. He obtained an MASt (Master of Advanced Study) degree in Mathematics, Part III of the Math Tripos, from University of Cambridge. He also graduated with a D.Phil degree in Mathematics from University of Oxford. Basically, he is a working mathematician with a diverse interest in different cross-disciplinary research in mathematics and its various applications. His current research interest is in probability theory and stochastic analysis, geometric analysis, mathematical physics, actuarial and financial mathematics, financial economics, real estate economics, behavioral finance, mean field games and nonlinear control theory, asymptotic analysis in statistics, and biostatistics.

 

 

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Gregor Weiß

Dr. Gregor Weiß is Assistant Professor of Finance at the Faculty of Economics and Social Sciences at TU Dortmund University, Germany. He holds two Masters‘ Degrees in Economics and Mathematics and received his PhD in Economics in 2010 from Ruhr-University Bochum. His research focus is on quantitative risk management (especially copula modeling), financial economics, and systemic risk in banking and insurance. His research has been published in the Journal of Banking and Finance, The Journal of Risk, and the Review of Quantitative Finance and Accounting. Recently, he has been asked to act as a scientific expert for the German Federal Financial Supervisory Authority (BaFin) on systemic risk in insurance and is currently a visiting scholar at the German central bank (Deutsche Bundesbank).

 

 

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Richard Luger

Dr. Richard Luger is currently a faculty member in the Department of Risk Management and Insurance at Georgia State University. He holds a Ph.D. in economics from the University of Montreal. He also received an M.A. in economics from McGill University, a B.Sc. in applied mathematics from Concordia University, and a B.Sc. in computer science from the University of Montreal. His research interests lie in the areas of econometrics, quantitative finance, and computational methods.

 

 

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