Master Programme in Actuarial Mathematics

Prerequisites (completed on the bachelor level):

  • Probability Theory II
  • Introduction to Stochastic Analysis
  • Introduction to Actuarial and Financial Mathematics
  • Optimization I

Obligatory Courses:

  • Qualitative Theory of Ordinary Differential Equations
  • Partial Differential Equations I
  • Mathematical Models of Derivatives Markets I
  • Statistics II
  • Mathematics in Life Insurance
  • Risk Theory in Insurance

Elective Courses (2 from the list below):

  • Portfolio Analysis I
  • Microeconomics
  • Optimization II
  • Introduction to Game Theory
  • Stochastic Simulations
  • Stochastic Processes

Seminar (1 year of one of the seminars from the list below):

  • Mathematical Statistics and its Applications
  • Probability Theory

Master seminar:

  • Actuarial mathematics