PhD ImpLond M.Phil Chinese HK BSc(Hons) Leeds
H04 - Merewether Building
The University of Sydney
NSW 2006 Australia
|Telephone||+61 2 9351 2787|
|Fax||+61 2 9351 6409|
Boris Choy received his PhD in Statistics from Imperial College London, MPhil in Statistics from the Chinese University of Hong Kong and BSc. (First Class Honours) in Mathematics from the University of Leeds.
Boris Choy's main research interests focus on robust statistical analysis of financial time series data and insurance data using heavy-tailed distributions via Bayesian computational methods and scale mixtures density representation. In financial applications, he is working on GARCH and stochastic volatility models. In insurance applications, he focuses on accurate calculation of premiums and prediction of loss reserve. His research interests also include statistical consultation, survival analysis in finance, accounting and medicine, etc.
Boris Choy published his papers in the Journal of Royal Statistical Society, Series B, ASTIN Bulletin, etc. He was awarded the status of Chartered Statistician (CStat) by the Royal Statistical Society (UK) in 2002.
- Bayesian econometrics/statistics with heavy-tailed distributions