معرفی
Marie Michaelides is an Assistant Professor in the Department of Actuarial Mathematics and Statistics within the School of Mathematical & Computer Sciences at Heriot-Watt University, United Kingdom. She holds a PhD in Mathematics (Actuarial Science) from Université du Québec à Montréal (UQAM), completed in 2024, and earned Master’s degrees in Business Engineering and Actuarial and Financial Engineering from KU Leuven. A qualified actuary with the Institute of Actuaries in Belgium, she brings both academic rigor and professional experience to her role, having previously worked as an actuarial consultant and postdoctoral researcher at Concordia University.
Her research centers on developing advanced statistical models for managing complex risks in general insurance, particularly focusing on climate-related risks, extreme events, and the interdependencies across risk types, time, and geography. She specializes in dependence modelling using copulas, Bayesian time series analysis, risk measures, model uncertainty, and the application of artificial intelligence in insurance. Her work aims to bridge theoretical robustness with practical relevance for the insurance industry, especially in areas such as capital management and solvency assessment.
Although no publications are listed in the provided text, her research profile suggests strong engagement with quantitative risk modeling, with implications for climate adaptation and sustainable financial systems. Her expertise contributes to the UN Sustainable Development Goals, particularly those related to climate action and sustainable economic growth.
- Institute of Actuaries in Belgium – Qualified Actuary
Marie Michaelides is actively involved in both academic and professional actuarial communities, promoting knowledge transfer between research and industry. While no current grants or advised students are mentioned, her recent appointment and research trajectory indicate active contributions to the field of actuarial science. She previously worked as a postdoctoral researcher at Concordia University before joining Heriot-Watt University in 2025.
She is affiliated with the Actuarial Mathematics and Statistics research group at Heriot-Watt, a leading center for actuarial and financial mathematics. Her work contributes to the broader fingerprint of research in economics, econometrics, finance, and insurance risk modeling, with emphasis on climate risks, portfolio selection, and time series analysis.
