Peter Vodicka

Research Student

Cass Business School, Faculty of Actuarial Science and Insurance

Contact

Visit Peter Vodicka

Bunhill Row

Postal address

Cass Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Peter is a 3rd year PhD student in Actuarial Science at Cass Business School. He holds a Master's degree in Mathematics of Finance from Comenius University in Bratislava with one year exchange studies at Charles University in Prague. His research aims at improvement of transparency of pension funding by developing long-term investment plans with simple strategy propositions that are easily understood by the investors whilst at the same time performing optimally or near optimally. He is interested in subjects such as stochastic calculus and optimal control.

Languages

English.

Expertise

Geographic Areas

  • Europe

Research

Title of thesis: Minimising Longevity and Investment Risk while Optimising Future Pension Plans

Sep 2017 – Sep 2019

Summary of research

Aims of our project are theoretical research in optimal control of pension fund investment, application in the development of pension products and communicating our results to a professional community.

1st supervisor

  • Professor Jens Perch, Professor of Actuarial Science

2nd supervisor

  • Dr Russell Gerrard, Associate Professor of Statistics

Publications

Journal article

  1. Gerrard, R., Hiabu, M., Nielsen, J.P. and Vodička, P. (2020). Long-term real dynamic investment planning. Insurance: Mathematics and Economics, 92, pp. 90–103. doi:10.1016/j.insmatheco.2020.03.002.