Actuarial and Financial Mathematics

The research interests of the group are:

Bayesian inference;

Claim frequency models;

Commodity market models;

Derivative products;

Dependence;

Equity linked products;

Fraud detection;

Generalized exponentional power distributions and robustness;

Heavy tails;

Jump processes;

Loss distributions;

Neural networks;

Portfolio management;

Rate making (a priori and a posteriori);

Reserving;

Risk measures;

Ruin Theory;

Stochastic differential equations;

Stochastic Mortality;

Stochastic optimization;

Survival at advanced ages;

Term structure of interest rates.