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

Institute for Financial and Actuarial Mathematics Home page