Defended Master's Theses in Actuarial and Financial Engineering

2022

  1. Abdul-Baaki Dolapo Adedokun. Modeling Complex Seasonalities. Supervisor M. Möls. Reviewer R. M. Perez Tiscareño.
  2. Masoumeh Forouzandeh. CAPM model and its extensions: an overview and applications. Supervisor K. Pärna. Reviewer M. J. Ali.
  3. Joseph Haske. Option Pricing Using Stochastic Volatility Models. Supervisor T. Raus. Reviewer R. Kangro.
  4. Kadi Kilgi. Hospitaliseerimise riski prognoosimine krooniliste haigustega patsientidel. Supervisors K. Fischer, M. Gimbutas. Reviewer M. Möls.
  5. Kadi-Liis Kuum. Pseudovaatluste kasutamine elukestusanalüüsis liiklusõnnetuste ravikulude hüvitamise näitel. Supervisor A. Kolde. Reviewer M. Käärik.
  6. Annela Pajumets. Krediidiriski hindamine valdavalt kategoriaalsete andmete põhjal. Supervisor K. Pärna. Reviewer R. Kangro.
  7. Liis Simmul. Development of Dynamic Time-to-Event Models for Use in Credit Risk Modeling (closed until 17.05.2027). Supervisors M. Käärik, J. Kuusik. Reviewer A. Kolde.
  8. Laura Anna Tammesoo. Nõudmiseni hoiuse intressimääradele ARIMAX tüüpi mudelite leidmine turumäärade abil. Supervisor R. Kangro. Reviewer T. Raus.
  9. Kristo Visk. Measures to assess the discriminatory power of loss given default models. Supervisor M. Käärik. Reviewer T. Kollo.

2021

  1. Ismayil Aghahasanli. Detecting money laundering in transaction monitoring using hidden Markov model. Supervisor K. Lumiste. Reviewer M. Möls.
  2. Hans Erik Atonen. Ameerika optsioonide hindamine Monte Carlo meetodiga. Supervisor T. Raus. Reviewer T. Kollo.
  3. Hardo  NiitKaskokindlustuse kahjude modelleerimine. Supervisor T. Kollo. Reviewer M. Käärik.
  4. Robert PikmetsForecasting intraday electricity prices on the Nord Pool using LASSO. Supervisor R. Kangro. Reviewer K. Kuljus.
  5. Anna-Helena SalurandValidation and development of risk metrics for the currency portfolio of a global FinTech company. Supervisors R. Kangro, E. Kraev. Reviewer K. Pärna.
  6. Priyush Protim SharmaTree-based methods in supervised learning with Estonian Health Insurance Fund data. Supervisors J. Lember, M. Gimbutas. Reviewer A. Kolde.
  7. Kristjan SinikasKindlustuslepingute hinnastamine Bayesi meetodi abil. Supervisor M. Möls. Reviewer A. Kolde.
  8. Meelis UttParalleelarvutused optsiooni hinna leidmise numbrilistes meetodites. Supervisors T. Raus, E. Vainikko. Reviewer R. Kangro.

2020

  1. Juan Manuel Alvarado Salcedo. Absolute Risk Estimation for Time to Event Data. Supervisor K. Fischer. Reviewer T. Kollo.
  2. Karen Danielyan. Swaption Pricing with SABR Model. Supervisor R. Kangro. Reviewer T. Raus.
  3. Gegham Fahradyan. Statistical Testing of Claims Related To High-Frequency Stock Market Data. Supervisor R. Kangro. Reviewer K. Pärna.
  4. Nshan Potikyan. Clustering Financial Time Series. Supervisor R. Kangro. Reviewer M. Möls.
  5. Linnet Puskar. Estimation of MTPL Claim Frequency Using GLM, GAM and XGBoost Techniques. Supervisor M. Käärik. Reviewer T. Kollo.
  6. Argo Rihkrand. Algoritmkauplemine elektriturul (closed until 01.06.2025). Supervisor T. Raus. Reviewer R. Kangro.
  7. Omar SetiheOptimal Control Theory and Portfolio Optimization. Supervisors J. Lellep, M. Kantšukov. Reviewer T. Kraav.
  8. Kirill Smirnov. Approximation of Ruin Probability using Phase-Type Distributions. Supervisor K. Pärna. Reviewer M. J. Ali.
  9. Farhad Tahirov.  Application of Poisson and Dixon-Coles Models on Football Match Outcome Prediction and Research of a Positive Return Over Investment in Betting Market. Supervisor J. Lember. Reviewer M. Käärik.
  10. Lasma Ungere. Estimation of the Volatility Parameter in Value at Risk (VaR) Model. Supervisor K. Pärna. Reviewer M. Käärik.

Previous theses

Theses from 2013-2015

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Topics for master's theses

topics for master's theses
22.09.2022
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2021/2022. akadeemilise aasta avamine. Foto: Andres Tennus

New academic year of the University of Tartu starts with a student demonstration

23.08.2022
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Help Ukrainian students continue their studies – make a donation to UT scholarship fund

01.03.2022