This month’s magazine continues our campaign to showcase the expertise and influence that actuaries have had, and continue to have, beyond the profession.
Correlation matrices arise in many applications to model the dependence between variables. Dan Georgescu and Nick Higham ask what happens when we have a partially specified matrix and we wish to fill in the missing elements
Former Governor of the Bank of England Mervyn King talks to Dan Georgescu about over-reliance on black box models, and the impossibility of quantifying all risks
The high-flying new president of the IFoA, Tan Suee Chieh, talks to Dan Georgescu about his rise to the top and his vision for the actuarial profession
Dan Georgescu talks to Professor Nick Higham, Richardson Professor of Applied Mathematics at the University of Manchester, about his role in applying maths to financial problems