**Only titles of of recent master theses are listed below. More information is available from Dean's office.**

- (Quasi) Monte Carlo methods in life insurances.
- Problems encountered when trying to apply homogeneous Markov Chains to bonus-malus systems.
- Mathematical methods of pension fund reisurance.
- Selected models of the credibility theory.
- Multiple state Markov processes with application to Long Term Care Insurance.
- An overview of convex risk measures in finance.
- Insurer's optimal investing process.
- Insurer's wealth process modelling.
- Application of copulas in modelling insurance risk.
- Searching for rich efficient sets in Markowitz's model with self-created implementation of critical line algorithm.
- On determination of implied covariance matrix based on Black-Scholes model.
- Coherent measure of risk - Weighted VaR and its application.
- Credit ratings modelling.
- Numerical solution of stochastic differential equations with application to currency models.
- Controlled Markov chains and their applications to ruin theory.
- On the application of principal component analysis to the VaR estimation of fixed-income bond portfolio.
- On mean - VaR portfolio analysis.
- A riskless portfolio method in finance.
- Research on the scaling hypothesis in financial data.
- Convexity adjustment for interest rate derivatives using a martingale approach.
- Accumulation of retirement savings in OPF as a Markov process.
- Comparison of expectations values of return in "filter" and "by and hold" strategies.
- On the delta-gamma method of the VaR estimation.
- Insurance technical provision for incurred but not reported claims - modification of Chain-Ladder method.
- Spatial modelling for insurance premium rating.
- Robust utility maximization with constraints.
- Mathematical methods of calculations of actuarial reserves.
- Mathematical models of option portfolios.
- Mathematical models of hedged investment funds.
- Pricing of an exchange option.
- Stochastic modelling of term structure of interest rates depending on expected Federal Open Market Committee decisions.
- Optimization in bond portfolio.
- Joint distribution of claim size and settlement time, and reserving methods.
- The creation of life tables by the use of graduation for the needs of pension plans.
- Generalized Hull-White model.
- Bond risk management.
- Testing relationship between random variables under the zero hypothesis that the linking copula is Gaussian.
- Sensibility of multiple-life insurance premiums and reserves to changes in interest rates and mortality patterns.
- Estimation's methods for the parameters of ARCH and GARCH processes.
- Optimization of the structure of insurance company's portfolio.
- Classical problems of actuarial mathematics.
- Estimation of probability of ruin of a pension company.
- Replication strategies of random liabilities stream.
- Additivity of risk measures and the problem of decomposition of the whole portfolio premium into individual risk premiums.
- Models of pension systems functioning.
- Credit Default Swap pricing.
- The concept of comonotonicity and its applications in insurance.
- Mathematical models of pricing method of investment fund.
- Valuation models of Collateralized Debt Obligation (CDO).
- Linear, empirical Bayesian prediction and the problem of large claims in insurance.
- Application of the bootstrap methodology in the reserving process of outstanding claims.
- Estimating the parameters of the Markov chain from aggregate.
- Generalizations of the mixture of exponential distributions in ruin theory.
- Forecasting of life tables. Selected parametric models and non-parametric approaches.
- Binary choice models with misclassification - an application to investigation of insurance frauds.
- Mathematical models of pension reserves.
- Pricing of the callable bonds.
- Value at Risk for credit portfolio - structural approach.
- Constant Elasticity of Variance option pricing model.
- Modelling financial markets with Levy processes.
- The use of discrete distributions in approximation of ruin probability function.
- Multiple state model in health insurance.
- Quasi-linear Bayesian prediction when conditional distribution of observations is a compound distribution.
- Mathematical models of functioning pension institution.