Department of Mathematical Sciences > Research > Mathematical and Stati...
Welcome to the group for Mathematical and Statistical Methods in Insurance and Economics at the University of Copenhagen
The research of the group is oriented toward applications of mathematics
to insurance and economics. The members of the group are responsible for the Bachelor and Master education in actuarial science and
mathematical economics at the University of Copenhagen.
Study programme of Actuarial Sciences
Study programme of Mathematics Economics
The research group is divided into two subgroups.
The Laboratory of Actuarial Mathematics
The Laboratory of Actuarial Mathematics has as its objectives:
- To educate actuaries qualified to perform risk-theoretical and financial analysis in life and non-life insurance and related areas.
- To maintain research in insurance mathematics and related areas of applied probability theory.
The Economics Group
The Economics Group has as its objectives :
- To educate students at the interface of mathematics and economics
- To conduct research in mathematical finance, econometrics and financial
econometrics, and operations research.
Upcoming Events
Kjetil Røyslund
Seminar in applied mathematics and statistics
A Marginal Structural Model in Continuous Time
Wednesday September 15, 2010, 15:15-16:00. Place: Aud. 10
Stefano Iacus
Seminar in applied mathematics and statistics
Model identification for discretely observed stochastic differential equations
Wednesday September 22, 2010, 15:15-16:00. Place: Aud. 10
Seiichiro Kusuoka
Seminar in applied mathematics and statistics
Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions
Wednesday October 6, 2010, 15:15-16:00. Place: Aud 10
Nikolai Kolev
Seminar in applied mathematics and statistics
Maximum T(q)-Likelihood Estimation and Extreme Value Applications
Friday October 29, 2010, 14:15-15:00. Place: Aud. 10