Mathematical and Statistical Methods in Insurance and Economics – University of Copenhagen

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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.

 

Events today

Mathieu Kessler
Seminar in applied mathematics and statistics
Bayesian conformational analysis of ring structures using Reversible Jumps MCMC
Friday March 19, 2010, 14:15-15:00. Place: Aud 10

Upcoming Events

Peter Brockwell
Seminar in applied mathematics and statistics
TBA
Wednesday April 7, 2010, 15:15-16:00. Place: Aud 10

Torben Martinussen
Seminar in applied mathematics and statistics
Estimation of direct effect for survival data using the Aalen additive hazards model
Wednesday April 21, 2010, 15:15-16:00. Place: Aud 10

Mats PihlsgÄrd
Seminar in applied mathematics and statistics
TBA
Wednesday April 28, 2010, 15:15-16:00. Place: Aud 10