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actuarial PhD Projects, Programmes & Scholarships
We have 8 actuarial PhD Projects, Programmes & Scholarships
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RISK MEASUREMENT PROBLEMS IN INSURANCE MATHEMATICS
Research Group:
Statistics
In risk theory, a good understanding of solvency risk is of paramount importance to reduce the negative impact of periods of nancial distress. Read more
Non-Parametric and Semi-Parametric Inference for One-Shot Devices under Accelerated life-test
One-shot devices, for example, automobile airbags, electro-explosive devices, munitions and rockets, are products or equipments that can be used only once. Read more
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
Extreme Value Analysis of Certain Risk Models
Based on the extreme value analysis theory, this project will build some widely recognized risk models, discuss the relevant financial risk measurement indices, and analyze the calculation and properties of these indices. 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
Extreme Risk of Public Health due to Contagious Diseases and Extreme Weather Events
The changing climate increases the frequency and intensity of extreme events, which may cause huge disasters and damaging impacts on human health and ecosystem. 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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