Lewis Ramsden

Lewis Ramsden is Lecturer in Actuarial Science at the University of York's School for Business and Society, teaching actuarial modeling and financial methods. His research develops stochastic models for insurance risk assessment and financial applications.

Research focuses on fluctuation theory for Lévy-type processes, risk theory applications, and probabilistic methods for analyzing insurance solvency. Specific interests include ruin probabilities, capital injections, and dividend strategies in risk models.

Publications advance quantitative methods for insurance risk modeling, including regime-switching environments, discrete-time models, and capital management frameworks. Recent work extends Gerber-Shiu theory to new risk contexts and develops recursive approaches to multi-layer risk strategies.

He coordinates the Stochastic and Actuarial Leeds, Liverpool and York (SALLY) Workshops and serves as subject matter expert for the Institute and Faculty of Actuaries examination reforms.