Stochastic Risk Modeling
To quantify risk, viewed as a stochastic process, and furnish decision parameters that would enable companies to effectively manage uncertainty in their operations.

1. Actuarial Risk
1. Employee Benefits: Retirement Plans, Self-funded group hospitalization, medical and life insurance benefits
2. Asset Liability Management for Retirement Funds
3. Non-life insurance
4. Life insurance
2. Investment Risk
3. Business (Operational) Risk (e.g. expected revenue losses)

Mathematical Models

1. Dynamic Portfolio Asset Allocation for investment products, e.g. Fund of Funds;
2. For valuing and pricing debt instruments and investment products, e.g., options and other derivatives.

Interest Rate Models

1. Simulations of interest rate scenarios into the future.

Risk Modeling Team

1. Prof. Vincenzo Vespri
Technical Adviser & Peer Review