Dr Tolulope Fadina
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Email
t.fadina@essex.ac.uk -
Location
2.522, Colchester Campus
Research and professional activities
Research interests
Financial Mathematics
Risk Management
Actuarial Science
Teaching and supervision
Current teaching responsibilities
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Contingencies I (MA212)
Publications
Journal articles (5)
Fadina, T., Liu, P. and Wang, R., One axiom to rule them all: A minimalist axiomatization of quantiles. SIAM Journal on Financial Mathematics
Bellini, F., Fadina, T., Wang, R. and Wei, Y., (2022). Parametric measures of variability induced by risk measures. Insurance: Mathematics and Economics. 106, 270-284
Fadina, T. and Schmidt, T., (2019). Default Ambiguity. Risks. 7 (2), 64-64
Fadina, T. and Herzberg, F., (2019). Hyperfinite construction of G-expectation. Stochastics. 91 (1), 52-66
Fadina, T., Neufeld, A. and Schmidt, T., (2019). Affine processes under parameter uncertainty. Probability, Uncertainty and Quantitative Risk. 4 (1)
Reports and Papers (5)
Fadina, T., Liu, Y. and Wang, R., (2021). A Framework for Measures of Risk under Uncertainty
Fadina, T., Liu, P. and Wang, R., (2021). One axiom to rule them all: An axiomatization of quantiles
Fadina, T., Bellini, F., Wang, R. and Wei, Y., (2021). Parametric measures of variability induced by risk measures
Fadina, T. and Schmdit, T., (2018). Ambiguity in defaultable term structure models
Fadina, T. and Herzberg, F., (2015). Weak Approximation of G-Expectation