Financial and Actuarial Mathematics
The group focuses on areas including:
- Non-Life Insurance Mathematics (Automobile Insurance, Premium Pricing, Securitization etc)
- PAYGO social security schemes (Longevity and Mortality Risk)
- Ruin Probability Theory
- Renewal Risk Models
- Computational Methods in Mathematical Finance
- Derivatives Pricing – Greeks
- Financial Network Analysis
- Mathematical Modelling and Simulations
- Control and System Theory
- Optimization Methods