Kgosi Ruri Molebatsi

I am a quantitative researcher and aspiring actuarial and quantitative risk specialist, working on the rare, severe events behind the largest insurance losses. My focus is systemic risk modelling, insurance-linked securities (ILS), extreme value theory and tail risk, and capital modelling under Solvency II. I combine statistical modelling, machine learning and financial risk theory to build robust frameworks for real-world risk problems, from forecasting extreme weather and catastrophe losses to Bayesian methods that turn expert judgement into defensible estimates of the tail.