Allameh Tabatabai University
Biographical Sketch: Career, current: Lecturer, Actuarial Science, Statistics
Previous
2009-11 Head of Department
Course organizer, MSc. Actuarial Science,
2001-6, 1998-1 Deputy Dean
Teaching
Financial mathematics, financial economics, actuarial mathematics, statistics.
Publications
2010 Iran Mortality and Measures of Risk: Rankings for Public Policy, IJPH,39,1 42-56.
Bazaar Microstructures,http://ssrn.com/abstract=1635664.
2009 Risk Perceptions and Rationality in Measures of Risk, JCAM, 233,46-50.
Mortality and Approximate Hazard Plots, www.mortalityrisk.org.
Risk Management Bazaar Style, Pravartak, 4(12),21-29
Bazaar Governance,http://ssrn.com/abstracts=1098783.
2004 Mortality Risk in Iran, SSQ,6,139-166.
Iran Mortality and Measures of Risk,www.mortalityrisk.org.
2002 Volatility in Tehran Bourse, MHSQJ,6,1,1-33.
2000 The Economics of Employment Agencies, ER,56,183-202.
Microfoundations of Bargaining in Agency Contracts ERQ,5&6,57-71.
Papers
2009 Hedging and Herding in an Oriental Bazaar, Loyola University Chicago, October1-2.
2008 Mortality and Approximate Hazard Plots, 12th International Congress of IME, Dalian,
China, July16-17.
2007 Trends in Near Emerging Real Estate, 14th ERES, Cass Business School, London, UK,
June27-30.
Perceptions on Mortality and Rationality in Measures of Risk, CAS spring meeting;
37th ASTIN Colloquium, Orlando, Florida, USA, June17-22; 1st IAA Life Colloquium, 17th
International AFIR Colloquium, Stockholm, Sweden, June10-15; 5th Statistical Congress of
Turkey, Antalya, May20-24.
2003 A Model of Rational Risk Perceptions;
Hazard Estimation Using Non-Parametric and Parametric Methods for Mortality Causes
7th World Congress of IME, University of Lyon, IFSA, France, June25-27.
2002 Mortality Risk in Iran, 6th International Congress of IME, ISEG, Lisbon, Portugal,
July15-17; ARIA, Montreal, Canada, August.
2001 Volatility Estimates for the Tehran Stock Exchange, BESI, Paris, France, July22-26.
Grants
2011 A Re-examination of Iranian Life tables and Construction of the Oil Industry Life Table.
2000 Economic Analysis of Tehran Stock Exchange, Testing Volatility.
Degrees
BSc(Econ.) 1983, Econometrics and Mathematical Economics, LSE.
MSc 1985, Econometrics and Forecasting, LMU.
Mphil 1996, Economics, UE.
Associations Econometric Society; SoA examinations supervisor; CII & CIMA exams tutor; ETS examinations administrator; Mortalityrisk.org.