About the Programme
Its two-years curriculum is a unique blend of the core courses in Stochastic analysis and the basic actuarial education designed in the traditions of the Institute of Actuaries. Our staff includes a number of scientists with International reputations from the Laboratory of Stochastic Analysis with many years of teaching experience in the leading Universities of France, Germany, UK and US.
Our students will be well-prepared to compete for positions in the leading Russian and International banks, insurance companies and other financial organizations, or apply for academic positions at universities.
Our Master’s programme targets the students
- motivated to study in depth the applications of probability theory and statistics to Economics and Insurance
- having a solid mathematical background
- interested in the problems of Economics as a motivation for the groundbreaking mathematical research
- looking for a future employment in banks and insurance companies, in particular, as actuaries.
We welcome in particular the students having the Bachelor degrees from the Departments of Mathematics and Computer Science of Moscow State University, Physical Technical Institute, graduates of different Schools of Engineering alongside with the graduates of HSE and other institutions in the field of Economics.
Our syllabus combines four main streams:
- Probabilistic methods of modeling economic phenomena including Estimation and Forecasting in Partially Observed Models, Population Dynamics, Elements of Stochastic Analysis, Stochastic Jump Processes and their Applications in Economics, Computational Methods of Stochastic Analysis
- Methods of modern Statistics including Data Mining, Multivariate Analysis and Non-Parametric Statistics, Bayesian Theory and Data Analysis
- Actuarial science including Actuarial Mathematics, Life Insurance, Non-Life Insurance, Actuarial Statistics and Risk Analysis
- Econometrics alongside with Macroeconomics and Microeconomics
We invite applications for the academic year 2022-2023 for 25 budget places and 5 fees-paying students. The lectures are delivered both in Russian and English.