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Gdansk University of Technology Featured PhD Programmes
University of Reading Featured PhD Programmes

actuarial PhD Projects, Programmes & Scholarships

We have 6 actuarial PhD Projects, Programmes & Scholarships

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We have 6 actuarial PhD Projects, Programmes & Scholarships

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Measuring Tail contagion risk: An Asymptotic Approach

Risk contagion has attracted increasing research attention in the current epoch of post financial crisis. This project contributes to quantitative risk management by modeling extreme risk contagion and extreme financial risk in an integrated manner via EVT. Read more

Measuring Tail Operational Risk under Extreme Value Theory

Operational risk is defined as "the risk of direct or indirect loss resulting from inadequate or failed internal processes, people and systems or from external events'' by Basel Committee on Banking Supervision (BCBS, 2003). Read more

Systemic Risk under Extreme Losses

Systemic risk (SR) is considered as the risk of collapse of an entire financial system, which has played a significant role in explaining the recent financial turmoils from the insurance and financial industries. Read more

Research opportunities in the York Management School

Our PhD programme offers high-quality training and support to help you unleash your curiosity and develop key skills to support a career in academia, industry, consultancy or research. Read more
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