Insurance Mathematics and Financial Engineering

For over 100 years, the Department of Mathematics has been offering courses in the field of insurance mathematics (actuarial mathematics). Over the past decades, we have worked out an internationally highly visible educational programme in this area. At the same time, we have enlarged the scope of our courses to include wider areas of financial mathematics, economics, risk management and financial engineering.

The prime goal of the focus area Insurance mathematics and financial engineering is to provide mathematically-oriented lectures with a broad selection of courses which aim first at offering students a way to become an actuary as defined by the Swiss Association of Actuaries, and secondly to give interested students a training platform in the broad area of quantitative risk management and financial engineering, which enhances job prospects in the financial industry, energy sector and regulation.

The following lectures in the fields of insurance mathematics and financial engineering are given regularly (please consult the course catalogue for details) and count towards the Master's degree in Applied Mathematics or Mathematics (in line with the relevant directives). These lectures also count towards acquiring the title external page Actuary SAA / Aktuar SAV.

Courses

Overview of currently planned lectures

Basic courses

  • Non-Life Insurance: Mathematics and Statistics
    M. Wüthrich
  • Life Insurance Mathematics
    M. Koller

Advanced courses

  • Quantitative Risk Management
    P. Cheridito
  • Market-Consistent Actuarial Valuation
    M. Wüthrich, H.-J. Furrer
  • Selected Topics in Life Insurance Mathematics
    M. Koller
  • Stochastic Loss Reserving Methods
    R. Dahms
  • Reinsurance Analytics
    P. Arbenz
  • Mathematical Modeling in Life Insurance
    T. Peter
  • Data Analytics for Non-Life Insurance Pricing
    C. Buser, M. Wüthrich
  • Financial Risk Management in Social and Pension Insurance
    P. Blum
  • Economic Theory of Financial Markets
    M. Wüthrich

Further information

Website of RiskLab Switzerland

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