Alexander J. McNeil

Professor of Actuarial Science at the University of York.

Alexander McNeil has been Professor of Actuarial Science at the University of York since September 2016. He is joint author, together with Rüdiger Frey and Paul Embrechts, of the book "Quantitative Risk Management: Concepts, Techniques and Tools", published by Princeton University Press (2015). He is also an Honorary Fellow of the Institute and Faculty of Actuaries and a Corresponding Member of the Swiss Association of Actuaries.

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Courses led by Alexander J. McNeil

Quantitative Risk Management in R

Work with risk-factor return series, study their empirical properties, and make estimates of value-at-risk.

Clock5 Hours
Alexander J. McNeil Headshot

Alexander J. McNeil

Professor of Actuarial Science at the University of York.

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