Master of Philosophy (MPhil Actuarial Science)

Eligiblity:

Candidate with Master of Science degree in Actuarial Science, Mathematics/ Statistics, Economics or Finance with a minimum CPGA of 3.50 or its equivalent.

Course Details:

Actuarial applications of financial economic theory; actuarial mathematics; analysis of correlated aggregate claims in insurance business; asset allocation; analysis of heavy-tailed claims; credibility theory; credit risk; graduation methods for mortality data; insurance risk models; stochastic interest rate models; option pricing theory; retirement income arrangement; risk management; risk measure; risk theory; stochastic investment models; ruin probability; ruin theory; value at risk; valuation and risk management of equity-linked insurance products; comonotonicity, stochastic order and applications in insurance and finance.

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