Miguel Usabel

It all started as a fellow of the MEyC of the University Teacher and Researcher Training program (1992).

I have been hired as a teacher and researcher in the areas of statistics and actuarial mathematics at the Complutense University of Madrid, San-Pablo CEU University, University of Nebraska-Lincoln (USA), ICADE, Concordia University-Montreal (Canada), and Heriot-Watt University (UK).

Since 1999 I belong to the area of Financial Economics (Actuarial Mathematics) in the Department of Business Economics of the Carlos III University of Madrid and I am currently a Tenured Professor.

I am also Director of the Master's Degree in International Actuarial Technique and Practice at UC3M.

My research focuses on stochastic processes, mainly in barrier crossing and ruin theory. I am also interested in fluid and phase-type models lately. I have made some contributions (about 15) in ASTIN Bulletin, Insurance: Mathematics and Economics (IME), Scandinavian Actuarial Journal (SAJ), Stochastic Processes and Their Applications and similar international journals.

I also help as a referee in ASTIN, IME, SAJ, The Journal of Actuarial Practice, Annals of Operational Research and in the American Mathematical Society.

In professional actuarial matters, I am a member of the ASTIN section of the International Actuarial Association, Affiliate Member of the Faculty of Actuaries (Scotland), Master Thesis supervisor in Msc. in Actuarial Mathematics at Heriot-Watt University, Edinburgh and I develop professional software for valuations and numerical calculation.