Research and Papers

Martyn has published a number of papers on Copula modelling, Behavioural Finance and Financial Modelling. Notably, the work he produced on the ‘D Distribution curve’ has been incorporated into the Institute of Actuaries syllabus for Actuarial science. Martyn has been invited as an expert speaker to a number of conferences held by the Institute of Actuaries and has also been invited to speak at a number of Non-Executive Director conferences.

Please click on the following to access his papers and research :

The ‘D distribution curve’ :

http://www.actuaries.org.uk/research-and-resources/documents/financial-modelling-needs-change-light-credit-crunch

Copula modelling :

http://www.actuaries.org.uk/research-and-resources/documents/modelling-dependencies-overview

http://www.actuaries.org.uk/research-and-resources/documents/copulation-are-actuaries-it-handouts

Behavioural Finance ‘risk ridge’ :

http://www.actuaries.org.uk/research-and-resources/documents/risk-ridge

The Geometry of finance :

http://www2.le.ac.uk/departments/mathematics/extranet/conferences/actuarial-workshop/20120327FinancialSpaceTime.ppt

http://www.actuaries.org.uk/research-and-resources/documents/a03-geometry-finance

Neural Networks :

http://www.actuaries.org.uk/research-and-resources/documents/neural-networks-statistics-professionals