معرفی
Vali Asimit is a Professor of Actuarial Analytics at Bayes Business School, City, University of London. He holds roles including Associate Editor of the Insurance: Mathematics and Economics journal, IFoA Module Leader for CS2 (Risk Modelling and Survival Analysis), and Founding Course Director of the MSc Business Analytics and BSc Business Analytics programs. His research focuses on optimal risk sharing, robust decision-making, and statistical extremes in actuarial science.
Education: PhD (2007) and MSc (2003) in Actuarial Science from the University of Western Ontario, Canada. Postdoctoral Fellow at the University of Toronto (2008).
Research Interests: His work spans actuarial analytics, risk modeling, and insurance mathematics, with contributions to robust machine learning, optimization techniques, and extreme value theory. Key areas include optimal reinsurance design, risk aggregation, and systemic risk evaluation.
Publications: Over 40 peer-reviewed articles in top journals like Insurance: Mathematics and Economics, European Journal of Operational Research, and Risks. Recent work emphasizes machine learning applications in insurance and robust statistical methods.
Awards: 2010 Fortis Chair Award for best paper in Insurance Mathematics and Economics, and recognition from K.U.Leuven.
Advising & Grants: Supervised PhD students including Junlei Hu (now at the University of Essex) and Runshi Wang. Secured Innovate UK grants for projects like the Fintuity Virtual Adviser. Engaged in academic leadership through program coordination and editorial roles.
Professional Contributions: Consulted for government bodies (NHS Resolution, Government Actuary's Department) and industry (Moody’s Climate on Demand Pro system). Active in curriculum development and international academic networks.
