Actuarial Science

Research Activity

  • Copula models and dependency including elliptical distributions and their applications.
  • Retirement planning models (both individual and collective) including pre- and post-retirement asset management, longevity risk, and annuitization.
  • Statistical models, data mining, big data analysis, and predictive analytics for actuarial, financial, healthcare and insurance applications.
  • Stochastic modeling (Monte Carlo and Markov chain) for complex actuarial and financial problems.
  • Risk measures, capital requirements and enterprise risk management, including ERM for small and medium sized enterprises.

See also our Actuarial Science Program page.

Members

Guojun Gan

Guojun Gan

Oleksii Mostovyi

Jeyaraj Vadiveloo

Emiliano Valdez

Daniel Watt

Bin Zou