Peter Vodicka

About

Overview

Peter is a 1st year PhD student in Actuarial Science at Cass Business School. He has a master of Mathematical Finance and Modelling from Comenius University in Bratislava and one year of studies at Charles University in Prague.

He is interested in subjects such as stochastic calculus, survival analysis, counting processes, portfolio risk management and optimal control.

He is a part of the research team of The Institute and Faculty of Actuaries for the project Minimising Longevity and Investment Risk While Optimising Future Pension Plans.

Qualifications

1. MSc in Applied Mathematics, Comenius University, Slovakia
2. BSc in Applied Mathematics, Comenius University, Slovakia

Languages

English, Russian, Slovak and Spanish - Latin American.

Expertise

Geographic Areas

• Europe

Research

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

Sep 2017

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.

1^st supervisor

• Professor Jens Perch, Professor of Actuarial Science

2^nd supervisor

• Dr Russell Gerrard, Associate Professor of Statistics