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Petar Jevtic develops and uses tools from actuarial science and mathematical finance to effectively assess and manage risks in insurance and finance.
Throughout the course of a lifetime, we make an overwhelming number of financial decisions regarding loans, investments, health, savings, and pensions. In doing so, we interact with a variety of institutions, such as banks, pension funds, investment funds and insurance companies. Each of these decisions carries certain risks for both parties involved. For example, in retirement, we risk outliving our financial resources, and when health is concerned, we risk not allocating enough provision for various contingencies. The institutions, on the other hand, make contractual commitments to us when we purchase their products, but, for instance, pension providers do not know with certainty how long we will live, and health providers do not know with certainty which treatments, if any, we will require in the future. Actuarial Science and Mathematical Finance are two disciplines that arose precisely from the need to understand risks such as these. Firmly grounded in statistics and probability theory, they provide state-of-the-art tools used in risk management, both at the individual and institutional level.
Jevtic's research involves, in particular, modeling human mortality in a dynamic context, at the cohort level, the population level, and the multi-population level. Based on those advanced stochastic models, Jevtic develops new tools for mitigation of systemic mortality risk, both by natural hedging and by creating and pricing derivative products to transfer mortality risk to capital markets. He works on the topics of health and property and casualty insurance, using predictive analytics tools and spatial modeling.
Ph.D. Economics - Statistics and Applied Mathematics, Universit� degli Studi di Torino, Italy 2013
Spring 2021 | |
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Course Number | Course Title |
ACT 301 | Risk Mgmt and Insurance |
ACT 561 | Data Analytics in Insurance II |
STP 792 | Research |
APM 792 | Research |
STP 799 | Dissertation |
Fall 2020 | |
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Course Number | Course Title |
LIA 194 | Special Topics |
ACT 575 | Portfolio Theory and Risk Mgmt |
ACT 590 | Reading and Conference |
STP 792 | Research |
MAT 792 | Research |
APM 792 | Research |
STP 799 | Dissertation |
Spring 2020 | |
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Course Number | Course Title |
ACT 561 | Data Analytics in Insurance II |
STP 792 | Research |
APM 792 | Research |
STP 799 | Dissertation |
Fall 2019 | |
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Course Number | Course Title |
ACT 590 | Reading and Conference |
ACT 593 | Applied Project |
STP 792 | Research |
APM 792 | Research |
Spring 2019 | |
---|---|
Course Number | Course Title |
ACT 561 | Data Analytics in Insurance II |
STP 792 | Research |
APM 792 | Research |
Fall 2018 | |
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Course Number | Course Title |
ACT 560 | Insurance Data Analytics I |
STP 792 | Research |
APM 792 | Research |
Spring 2018 | |
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Course Number | Course Title |
ACT 310 | Mathematics of Finance |
ACT 435 | Actuarial Business Forecasting |
APM 792 | Research |