Angelos Dassios
Associate Professor (Reader) at The London School of Economics and Political Science
Schools
- The London School of Economics and Political Science
Links
Biography
The London School of Economics and Political Science
Angelos’ research is on applications of probability and stochastic processes in finance and insurance. He particularly likes problems that are on the interface of these two fields. Some examples of his research are work on exotic look back options, point processes with a strong element of contagion and insurance ruin based on these processes. Anything in these areas that can produce interesting or beautiful mathematics is something he would look at.
Angelos also uses and develops procedures stochastic simulation which is another area of interest.
More recently he has developed an interest in the area of non-parametric statistics and in particular developing tests for independence.
He enjoys supervising PhD students and there is a large number of past and current ones and is always looking for creative and enthusiastic new ones. He also enjoys collaborating with researchers from all over the world.
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