Lewis Ramsden

About

Lewis Ramsden is a Lecturer in Actuarial Science at the University of York, United Kingdom. His research interests encompass discrete risk processes, specifically focusing on the Gerber-Shiu theory in regime switching environments, as well as the fluctuations of killed processes in discrete time. Additionally, he explores multi-layer dividend strategies within phase-type renewal risk models and the implications of delayed capital injections in risk processes influenced by Markovian arrivals.