David Ruiz Banos

David Ruiz Banos is an Associate Professor at the University of Oslo's Department of Mathematics, part of the Faculty of Mathematics and Natural Sciences. His research focuses on stochastic analysis, mathematical finance, and actuarial science, with notable work on stochastic differential equations, fractional Brownian motion, and insurance mathematics. He has been affiliated with institutions including the University of Oslo and Inland Norway University of Applied Sciences, and held roles such as Adjunct Professor (20%).

Education:

• PhD: Regularity of Stochastic Flows (2011-2015, University of Oslo)
• Master in Pure Mathematics (2010-2011, University of Barcelona)
• Bachelor in Pure Mathematics (2006-2010, University of Barcelona)

Research Interests: Insurance mathematics (reserving, pricing), mathematical finance (pricing, hedging), stochastic analysis (SDEs, fractional Brownian motion, Malliavin calculus). His work bridges theoretical stochastic processes with practical applications in finance and insurance.

Teaching: Courses include Probability Theory, Life Insurance and Finance, and Stochastic Processes, at the University of Oslo and Inland Norway University of Applied Sciences.

Grants & Projects: SCROLLER (Norwegian Research Council, 2020-2024) focuses on stochastic control and machine learning for environmental risk models. He also leads the Insurance Seminar 2022 funded by Finansmarkedsfondet.

Advising: Supervised PhD students like Oriol Zamora and Åsmund Hausken Sande, co-supervised Idunn Aamnes Mostue and Marc Lagunas, and mentored numerous master’s students. His guidance has produced impactful work in actuarial and financial mathematics.

Publications: Over 20 peer-reviewed articles in journals like Advances in Applied Probability, Journal of Dynamics and Differential Equations, and Risks, reflecting his expertise in stochastic processes and their applications.