About us

About us

The Risk Analytics Lab was founded in the Department of Applied Finance and Actuarial Studies at Macquarie University in 2016 by Prof Pavel Shevchenko. The Risk Analytics Lab is a cross disciplinary team that aims to gain a better understanding of modelling, pricing and managing risk with the following objectives:

  • Develop and apply innovative risk analytics solutions via fundamental research and industry linked projects; 
  • Facilitate knowledge exchange between academia, industry and policymakers; and
  • Strengthen and promote the connection between fundamental research and industry practice. 

Our main research areas are: 

  • operational risk, credit risk, market risk
  • energy and commodity markets  
  • claims reserving in insurance
  • retirement income products
  • mortality modelling
  • portfolio optimisation
  • financial derivatives
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