Alexander J. McNeil
(University of York)
Stay: September 13 - October 6, 2017
Alexander McNeil has been Professor of Actuarial Science at the University of York since September 2016. Educated at Imperial College London and Cambridge University, he was formerly Assistant Professor in the Department of Mathematics at ETH Zürich and Maxwell Professor of Mathematics in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University, Edinburgh, where he founded and led the Scottish Financial Risk Academy (SFRA) between 2010 and 2016. Professor McNeil’s research interests lie in the development of quantitative methodology for financial risk management and include models for market, credit and insurance risks, financial time series analysis, models for extreme risks and correlated risks, and enterprise-wide models for solvency and capital adequacy. Professor McNeil has published numerous papers in leading statistics, actuarial, econometrics and financial mathematics journals. He is a regular speaker at international risk management conferences. He is an Honorary Fellow of the (British) Institute and Faculty of Actuaries and a Corresponding Member of the Swiss Association of Actuaries.