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.

 

Upcoming Events

Vladimir Vinogradov
Seminar in applied mathematics and statistics
On canonical generalized linear models generated by members of the extended family of zero-modified geometric distributions - a case study
Tuesday November 24, 2009, 16:15-17:00. Place: Aud 10

Anand Vidyashankar
Seminar in applied mathematics and statistics
TBA
Friday November 27, 2009, 14:15-15:00. Place: Aud 10

Enrico Bibbona
Seminar in applied mathematics and statistics
Estimation of the input parameters for the Feller (CIR) neuronal model
Wednesday December 9, 2009, 15:15-16:00. Place: Aud 10

Gabriel Navarro
Colloquium in mathematics
T.B.A.
Tuesday January 26, 2010, 15:15-16:15. Place: Auditorium 8