University of Amsterdam

Overview

The Actuarial Science and Mathematical Finance (ASMF) PhD research programme at the University of Amsterdam is dedicated to exploring the mathematical and statistical techniques essential for assessing financial and insurance risks. This programme emphasizes research with practical applications in insurance, pension funds, and various financial institutions, focusing on modeling, estimation, and risk management.

What you'll study

As a PhD candidate in ASMF, you will engage in a supervised research project that integrates your work with the broader research themes of the programme. The curriculum combines rigorous research with essential doctoral training activities.

Research areas (ASMF emphasis)

• Stochastic modelling for risk and uncertainty: Investigate aspects such as liquidity, inflation, and survival-related quantities.
• Insurance and pension supervision: Study regulation, governance, and risk management within insurance and pension frameworks.
• Non-life insurance challenges: Address issues related to contract risk and the modeling of claims and risk processes.

Typical components of a doctoral project

• Research proposal and supervision: Collaborate with a UvA supervisor to develop a detailed project plan.
• Method development: Employ mathematical and statistical tools for modeling, estimation, and risk evaluation.
• Applications: Connect theoretical concepts to real-world scenarios in insurance, finance, and pensions, including asset pricing and optimal control.
• Doctoral training: Participate in required courses, research seminars, and professional development activities outlined by the programme.
• Thesis: Complete a doctoral thesis based on original research, adhering to UvA's doctoral regulations.

Entry requirements

To pursue doctoral research at the University of Amsterdam, candidates must secure a supervisor from the faculty who is willing to oversee their research. Applicants should possess a Dutch Master’s degree or an equivalent qualification. If your educational background differs, including holding a foreign degree, you may need to seek an exemption from the educational requirements prior to applying.

Career prospects

Graduates of the ASMF PhD programme can expect to find diverse career opportunities in various sectors, including insurance companies, pension funds, financial institutions, and regulatory bodies. The analytical skills and specialized knowledge gained during the programme will equip them for roles in risk assessment, financial modeling, and actuarial consulting, positioning them as valuable assets in the financial landscape.