Research Group
Probability in Finance and Insurance
Supervisors
Professor Angelos Dassios, Dr George Tzougas
Zezhun is a PhD student in Probabiltiy in Finance and insurance, statistics department. His research mainly focuses on Point processes, which includes Hawkes Process, shot-noise Cox process and dynamic contagion process, and Intege-value autoregressive model. He holds an Msc inquantitative methods of risk management from LSE and joint BSc in Actuarial Science from Heriot-Watt University and Tianjin University of Finance and Economics.