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Dr Dagpunar is a visiting Research Fellow in the Operational Research Group in the School of Mathematics. He is also a member of CORMSIS.
Research
Research groups
Research interests
- Operational Research, including decision making under uncertainty
- Mathematics of PensionsÂ
- Simulation and Monte Carlo studies
- Repair and replacement policies
- Health studies including infectious disease modelling
Current research
Recent research has included work on Covid-19, modelling of pension deferral strategies, and the mathematical analysis of tontines (an alternative to conventional annuities) when there is a bequest motive. Details on his publications are available on https://orcid.org/0000-0001-7197-8231
Publications
Biography
Previously, Dr Dagpunar held posts at Brunel, Abertay, and Edinburgh universities. He has a B.A. in Natural Sciences from Cambridge, an MSc in Operational Research and Management Science from Warwick, and a PhD in Operational Research and Statistics from Brunel.
Prior to academia, Dr Dagpunar carried out Operational Research Studies in Tube Investments and the NHS. At Edinburgh University, his teaching covered operational research, probability theory, statistical methods, stochastic processes, Simulation and Monte Carlo methods. He retired from Edinburgh in 2008, but continued to supervise MSc dissertations both there and at the ¾ÅÉ«ÊÓƵ.
Dr Dagpunar's PhD, "Methods for generating Variates from Probability distributions" concerned the design of algorithms for simulating random variates and random processes. He has published two books on Simulation:
Dagpunar, J S (2007) Simulation and Monte Carlo: With Applications in Finance and Markov Chain Monte Carlo. Wiley, 333 pages, and
Dagpunar, John (1988) Principles of Random Variate Generation, Oxford University Press, New York, 228pages, ISBN: 0-19-852202-9
He has published around 50 peer-reviewed papers.