School of Mathematics, Statistics & Actuarial Science


Daniel Alai joined the University of Kent in January of 2014. He is also an Associate Investigator in the Centre of Excellence in Population Ageing Research (CEPAR).

In 2006, Daniel graduated from the University of Waterloo with a Bachelor of Mathematics, double honours in Actuarial Science and Statistics, where he also spent one semester as a research assistant in the Actuarial Science and Statistics Department of the Faculty of Mathematics. Daniel obtained his PhD from the Department of Mathematics at ETH Zürich. From June of 2010, he was a senior Research Associate and casual Lecturer in the School of Risk and Actuarial Studies at the University of New South Wales.

Daniel has worked for insurance companies such as Sun Life (Waterloo) and Manulife (Waterloo), as well as for consulting companies KPMG (Toronto) and Tillinghast-Towers Perrin (New York City).

Contact Information


Room 244

Office hours: Please email for an appointment

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Also view these in the Kent Academic Repository

Alai, D., Landsman, Z. and Sherris, M. (2016). Modelling lifetime dependence for older ages using a multivariate Pareto distribution. Insurance: Mathematics and Economics [Online] 70:272-285. Available at:
Alai, D., Landsman, Z. and Sherris, M. (2016). Multivariate Tweedie lifetimes: the impact of dependence. Scandinavian Actuarial Journal [Online] 2016:692-712. Available at:
Alai, D., Landsman, Z. and Sherris, M. (2015). A multivariate Tweedie lifetime model: Censoring and truncation. Insurance: Mathematics and Economics [Online] 64:203-213. Available at:
Alai, D., Arnold (-Gaille), S. and Sherris, M. (2015). Modelling cause-of-death mortality and the impact of cause-elimination. Annals of Actuarial Science [Online] 9:167-186. Available at:
Alai, D. et al. (2014). Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions. North American Actuarial Journal [Online] 18:217-241. Available at:
Alai, D. and Sherris, M. (2014). Rethinking Age-Period-Cohort Mortality Trend Models. Scandinavian Actuarial Journal [Online] 2014:208-227. Available at:
Alai, D., Landsman, Z. and Sherris, M. (2013). Lifetime Dependence Modelling using a Truncated Multivariate Gamma Distribution. Insurance: Mathematics and Economics [Online] 52:542-549. Available at:
Alai, D., Merz, M. and Wüthrich, M. (2011). Prediction Uncertainty in the Bornhuetter-Ferguson Claims Reserving Method: Revisited. Annals of Actuarial Science [Online] 5:7-17. Available at:
Alai, D. and Wüthrich, M. (2009). Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family. ASTIN Bulletin [Online] 39:453-477. Available at:
Alai, D., Merz, M. and Wüthrich, M. (2009). Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method. Annals of Actuarial Science [Online] 4:7-31. Available at:
Total publications in KAR: 10 [See all in KAR]


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MA916: Derivative Securities back to top

School of Mathematics, Statistics and Actuarial Science (SMSAS), Sibson Building, Parkwood Road, Canterbury, CT2 7FS

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Last Updated: 15/05/2017