Insurance Mathematics and Stochastic Financeis part of the Department of Mathematics at ETH Zurich.
The interaction betweeninsurance mathematicsandmathematical financeat ETH Zurich has traditionally been very strong. The group combines two units centred around these research areas.
We are active in
- 教育, where weorganise and teach coursesin insurance mathematics and mathematical finance. We contribute graduate courses for the education towards theActuary SAAprofessional diploma and for theMaster of Science in Quantitative Finance, a joint programme with the University of Zurich. We also teach general mathematics courses, both at undergraduate and graduate level, and weprovide service teachingfor other departments of ETH Zurich, mainly in probability and statistics.
- research, where weconduct fundamental researchin mathematical finance, quantitative risk management and insurance mathematics. We arecommitted to advancingthe theory of mathematical techniques and its application to the modelling and management of financial services. Wetrain doctoral and post-doctoral studentsin insurance mathematics and mathematical finance. We alsofoster an active scientific environmentwith international collaboration and regularresearch seminars, where leading scientists from all over the world givetalks in financial and insurance mathematics. In addition, we organise theRisk Dayevery year.
In the Department of Mathematics, we combine pure and applied mathematics,ensuring cooperationboth within the department as well as beyond ETH Zurich. Our groupmaintains strong tieswith units within ETH Zurich, like for exampleRiskLab,Probability Theory Group,Institute for Operations Research (IFOR),Seminar of Applied Mathematics (SAM), and theRisk Center. We also collaborate with the financial and insurance industry, regulators and professional financial associations worldwide.
We serve the international scientific community in many ways, for instance via the editorial boards of many leading journals in insurance mathematics and mathematical finance. In particular, this includes the roles of
