Welcome to the Quantitative Methods of
Actuarial Science Laboratory
The Quantitative Methods of Actuarial Science Laboratory provides an IT infrastructure that allows complex issues in the field of financial and actuarial science to be addressed with IT support. This includes a database with necessary data, such as market data and mortality tables, as well as a number of programs in Java, Excel-VBA, R and Python, which are implemented and further developed in projects and theses.

Eine Wortcollage
Welcome to the Quant Laboratory

Research

Current topics that are being worked on using the laboratory are:

  • Model uncertainty (especially parameter uncertainty) in risk capital calculations
  • Simulations and projections of insurance companies
  • Development of capital market scenario generators
  • Effect of accounting for insurance companies under IFRS 17
  • Actuarial and Financial Data Science

Teaching

The laboratory is used in the following courses, among others, to promote the IT competence of students:

  • Actuarial mathematics 1 in the bachelor's program in mathematics
  • IT Applications in the Bachelor's Program in Mathematics
  • Actuarial mathematics (non-life insurance mathematics) in the Master's program Mathematics
  • Project "Financial and Actuarial Mathematics" in the Master's Program in Mathematics
  • Bachelor and Master theses with financial or insurance mathematical questions

 

Contact person

Annegret Weng
Annegret Weng annegret.weng@hft-stuttgart.de +49 711 8926 2730