Financial and insurance mathematics

Dir­ect­ors of the spe­cial­iz­a­tion

Dario Gasbarra and Harri Nyrhinen

Per­sons re­spons­ible for dis­cuss­ing the study plans

Dario Gasbarra and Harri Nyrhinen

Model study plan

Ex­ample 1

Year 1, Autumn
 
  Probability Theory I + II           5+5 cr
  Mathematical Finance  I + II        5+5 cr
  Risk Theory                         10+cr

Year 1, Spring
  Stochastic analysis I + II         10 cr
  Advanced Risk Theory                5cr
  Tariff theory                       5cr
  Topics in Probability I+II         10 cr
  
Year 2, Autumn
     Pro Gradu seminat starts
     Malliavin calculus            10 cr    
     Optimal stochastic control with applications to finance       5 cr

Year 2, Spring
     Life insurance mathematics      10 cr
    Pro Gradu seminar completed  5 cr
    Thesis    completed         30 cr
  
Example 2

Year 1, Autumn
 
  Probability Theory I + II           5+5 cr
  Mathematical Finance  I + II        5+5 cr
  Risk Theory                         10+cr
 
Year 1, Spring
  Stochastic analysis I + II         10 cr
  Advanced Risk Theory                5cr
  Tariff theory                       5cr
  Generalized linear models        10 cr
 
Year 2, Autumn
     Pro Gradu seminat starts
     Optimal stochastic control with applications to finance       5 cr
     Computational Statistics I-II          10 cr    
     
Year 2, Spring
    Life insurance mathematics      10 cr
    Pro Gradu seminar completed  5 cr
    Thesis    completed         30 cr