Actuarial Science Research
The following is a summary of our research interests and activities in actuarial science. Please see the individual faculty webpages for further details.
- Risk theory (Lu, Tsai)
- Stochastic modelling (µþé²µ¾±²Ô, Lu, Tsai)
- Longevity risk (Tsai)
- Pension plans (Parker, Sanders)
- Risk management in insurance and finance (µþé²µ¾±²Ô, Lu, Parker, Sanders, Tsai)
- Financial econometrics (µþé²µ¾±²Ô)
- Credit risk (µþé²µ¾±²Ô)
- Option pricing theory (µþé²µ¾±²Ô)
- Predictive analytics for property and casualty insurance (Jeong)
- Dependence modelling (Jeong)