Fabio Gomez

Dr. Fabio Gomez is a Research Fellow and Casual Academic at the University of New South Wales (UNSW), affiliated with the Business School's School of Risk and Actuarial Studies. He serves as a Senior Research Associate under the supervision of Prof. Qihe Tang. His research focuses on risk management, model ambiguity, asymptotic statistics, and pricing in incomplete markets. He contributes to interdisciplinary fields spanning actuarial science, financial engineering, and energy economics.

His work explores quantitative risk management frameworks, stochastic modeling in financial markets, and the interplay between insurance and financial risks. Notable research includes studies on electricity price dynamics and pension system valuations in Colombia. While no awards or grants are explicitly listed, his publications reflect a strong engagement with both theoretical and applied aspects of risk analysis.