Dr Haslifah Hasim

Department of Mathematical Sciences
Dr Haslifah Hasim
  • Email

  • Telephone

    +44 (0) 1206 873025

  • Location

    STEM 5.9, Colchester Campus

  • Academic support hours

    Open door policy.



I hold a first class honours degree in Actuarial Science, a MSc in Actuarial Management from Cass Business School, City University London and a PhD in Statistics (Actuarial Studies) from Australian National University. Prior to joining the Department of Mathematical Sciences at Essex, I was a postdoctoral researcher at the AFI Leuven Research Centre, Katholieke Universiteit Leuven (KU Leuven) in Belgium.

Research and professional activities

Research interests

Life and general insurance

Open to supervise

Financial mathematics

Open to supervise

Enterprise risk management

Open to supervise

Forensic economics

Open to supervise

Islamic finance and takaful

Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Mathematics Careers and Employability (MA199)

  • Mathematics of Portfolios (MA311)

  • Contingencies II (MA312)

Previous supervision

Marius Galabe Sampid
Marius Galabe Sampid
Thesis title: Refining Value-At-Risk Estimates: An Extreme Value Theory Approach
Degree subject: Applied Mathematics
Degree type: Doctor of Philosophy
Awarded date: 3/8/2018


Journal articles (17)

Hazny, MH., Hasim, HBM. and Yusof, AY., (2020). Mathematical modelling of a shariah-compliant capital asset pricing model. Journal of Islamic Accounting and Business Research. 11 (1), 90-109

Sampid, M. and Hasim, H., (2019). Forecasting robust value-at-risk estimates: Evidence from UK banks. Quantitative Finance, 1-21

Tiwari, AK., Shahbaz, M., Hasim, HM. and Elheddad, MM., (2019). Analysing the spillover of inflation in selected Euro-area countries. Journal of Quantitative Economics. 17 (3), 551-577

Goh, YK., Hasim, HM. and Antonopoulos, CG., (2018). Inference of financial networks using the normalised mutual information rate. PLoS ONE. 13 (2), e0192160-e0192160

Hasim, HM., Al-Mawali, M. and Das, D., (2018). Bilateral intra-industry trade flows and intellectual property rights protections: further evidence from the United Kingdom. Journal of International Trade and Economic Development. 27 (4), 431-442

Sampid, M. and Hasim, H., (2018). Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks. International Economics. 156 (156), 175-192

Bhatia, V., Das, D., Tiwari, A., Shahbaz, M. and Hasim, HBM., (2018). Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. Resources Policy. 55 (C), 244-252

Gupta, S., Das, D., Hasim, HBM. and Tiwari, AK., (2018). The Dynamic Relationship Between Stock Returns and Trading Volume Revisited: A MODWT-VAR Approach. Finance Research Letters. 27, 91-98

Das, D., Kumar, SB., Tiwari, AK., Shahbaz, M. and Hasim, HM., (2018). On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach. Finance Research Letters. 27, 169-174

Sampid, M., Hasim, HM. and Dai, H., (2018). Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. PLoS ONE. 13 (6), e0198753-e0198753

Al-Mawali, N., Hasim, HM. and Al-Busaidi, K., (2016). Modeling the impact of the oil sector on the economy of sultanate of Oman. International Journal of Energy Economics and Policy. 6 (1), 120-127

Mohamad Hasim, H., (2016). The Development of an actuarial approach to calculate damages for loss of future earnings. Law, Probability and Risk. 15 (2), 95-106

Oluwaseyi, A. and Hasim, H., (2015). PENSION PAY-OUT OPTIONS FOR DEFINED CONTRIBUTORY SCHEME IN NIGERIA: PROGRAMMED WITHDRAWAL OR LIFE ANNUITY?. International Journal of Business Research. 15 (3), 27-36

Hasim, H., (2015). Kerangka konsep penubuhan Jabatan Aktuari Negara di Malaysia [A conceptual framework for the establishment of a Government Actuary?s Department in Malaysia]. Journal of Business and Social Development. 3 (2), 17-33

Hasim, H., (2014). Developing a Conceptual Framework of Microtakaful as a Strategy towards Poverty Alleviation. Journal of Economics and Sustainable Development. 5 (28), 1-8

Hasim, H., (2014). Microtakaful as an Islamic Financial Instrument, for Poverty Alleviation in Iraq. Middle-East Journal of Scientific Research. 21 (12), 2315-2325

Hasim, H. and Service, D., (2013). Modelling the life insurance needs using the human life value revision method. Journal of Physics: Conference Series. 423, creators-Hasim=3AHaslifah=3A=3A

Books (1)

Hasim, H., (2014). Dari Aktuarius ke Aktuari. Kuala Lumpur: Institute of Language and Literature

+44 (0) 1206 873025


STEM 5.9, Colchester Campus

Academic support hours:

Open door policy.