Danh mục Chuyên đề thực tập
Chương trình Actuary – K61
| STT | Mã sinh viên | Họ và tên | Tên đề tài |
| 1 | 11191895 | Lê Thị Minh Hiển | Optimizing an investment portfolio in Vietnam Stock Market during the first post Covid-19 period (2021 – Q1.2022) |
| 2 | 11191724 | Phạm Thị Thu Hằng | Application of Immunization Strategies in Managing Interest Rate Risk of a Bond Portfolio – An empirical study on the Vietnam Government Bonds Market |
| 3 | 11195114 | Dương Trung Tiến | Analysis of Fundamental Factors on Stock Return ( vietnamese stock market) |
| 4 | 11193652 | Nguyễn Thị Ngà | A regime-switching lognormal of stock returns |
| 5 | 11193808 | Nguyễn Thanh Ngọc | Policy loss estimation using copula-based models |
| 6 | 11192985 | Nguyễn Thùy Linh | Credit risk management in lending to personal customers at vietnam joint stock company bank for industry and trade – hoang mai branch |
| 7 | 11196126 | Phạm Vũ Linh Chi | Applications of Survival Analysis on US Banks’ Failure Prediction |
| 8 | 11193280 | Nguyễn Dương Nhật Mai | Applying survival modes l in analyzing macroeconomic data affecting the survival of loans at Vietnam Maritime Commercial Joint Stock Bank |
| 9 | 11193853 | Trần Bích Ngọc | Application of Value at Risk model in identifying and measuring foreign exchange rate risk at Vietnamese commercial banks |
| 10 | 11192154 | Nguyễn Thị Hồng Huế | The interest rate risk capital requirement under Insurance Capital Standard 2.0 |
| 11 | 11196120 | Nguyễn Phan Anh | Modeling and forecasting US mortality rates using Heligman – Pollard model |
| 12 | 11194961 | Ngô Anh Thư | Comparison of Claims Reserving by Using Chain Ladder method vs. Generalized Linear Models |
| 13 | 11196248 | Lương Việt Anh | Zillmer Adjustment Method in Pricing and Valuation Endowment Product |
| 14 | 11192986 | Nguyễn Thùy Linh | Impact of Changes in Vietnam’s Insurance Business Law on Endowment Product Pricing |
| 15 | 11193379 | Chu Quang Minh | Canada Mortality Rates with Exponential Decline Model and Random Shocks |
| 16 | 11193803 | Nguyễn Minh Ngọc | Application of LSTM Networks in Stock Price Prediction |
| 17 | 11193665 | Dương Huệ Ngân | An application of the multinominal logistics regression model to classify debts of small and medium-sized enterprise customers at MB Asset Management Company Ltd |
| 18 | 11192525 | Đào Quang Khải | Application of Machine Learning in Default Risk Assessment: A Study on Vietnam Stock Market |
| 19 | 11195343 | Nguyễn Thị Huyền Trang | Application of Logistic Regression and Random Forest in E-commerce customer churn prediction |
| 20 | 11190914 | Nguyễn Thành Chung | Forecasting HPG Stock Price Using ARIMA and Linear Regression Models |
| 21 | 11180850 | Đỗ Tiến Cường | Analyzing the volatility of VIC stock returns on HOSE using the ARCH/GARCH model |
| 22 | 11190968 | Nguyễn Thế Đăng | The Determinants and Prediction of Bitcoin Price using ARIMA and ECM models |
| 23 | 11191407 | Lê Thành Giang | Application of binary regression model to measure the debt repayment ability of individual customers at TPB |
| 24 | 11193082 | Vũ Diệu Phương Linh | Forecasting VN-Index using ARIMA and VECM models |
| 25 | 11191930 | Hà Trung Hiếu | Determinants and predictors of Vietnam’s CPI using ARIMA and ECM models |
| 26 | 11190882 | Vũ Linh Chi | Credibility Premium Estimation of Insurance Claims |
| 27 | 11194793 | Nguyễn Huy Thảo | Towards modifying a conservative pricing assumption – perinatal mortality and accidental hump – in Vietnam’s life insurance products for children |
| 28 | 11191899 | Phạm Gia Hiển | Pension Funds in the Context of Population Aging in Vietnam\\An Application of the Actuarial Model in Designing the Supplementary Voluntary Pension Plans |
| 29 | 11192002 | Nguyễn Xuân Hoa | Application of Collective Risk Model for Estimating Healthcare Costs For the Working-age Population In Ho Chi Minh City In The Year 2017 |
| 30 | 11190078 | Đặng Hà Anh | Cash-flow matching: A Linear programming Duality approach |
| 31 | 11190482 | Phạm Phương Anh | Stock simulation & option pricing using geometric Brownian motion – Experience in Vietnam’s market |
| 32 | 11191344 | Đỗ Phương Duyên | Using Merton model to Estimate Default Probability of Firms and Calculate the Expected Loss of Bank |
| 33 | 11195749 | Phương Khánh Vân | Evaluation of credit guaranteed fees for small and medium enterprises |
| 34 | 11191101 | Nguyễn Anh Đức | Assessing the Impact of Credit Risk factors on the Performance of Vietnamese commercial Banks |
| 35 | 11192727 | Nguyễn Thị Phương Liên | Construct the optimal portfolio using Markowitz Model and Single Index Model for VN30 Index |
| 36 | 11194757 | Đỗ Thị Thanh Thảo | The application of the single index model (SIM) in measurement of risks of steel stocks listed on the HOSE stock exchange |
| 37 | 11196147 | Lã Minh Hiếu | Applying Frequency And Severity Model In Auto Claims Data |
| 38 | 11191632 | Nguyễn Đức Hải | Analysis of Vietnam mortality rate with Lee-Carter model with jumps model |
| 39 | 11190896 | Đặng Thị Kiều Chinh | Projecting mortality rate using Markov Chain (for Australia) |
| 40 | 11196345 | Nguyễn Hiền Giang | Mathematical Reserve for an Endowment Insurance Product and the factors affecting to Reserve |
| 41 | 11193027 | Phan Phương Linh | Credit card fraud prediction model via Artificial Neural Network and Bayesian Belief Network |
| 42 | 11193425 | Nguyễn Ngọc Minh | Credit scoring model for individual customers at commercial banks- An empirical study |
| 43 | 11193949 | Nguyễn Minh Nhật | Predict loss ratio of Insurance policies using machine learning techniques |
| 44 | 11194328 | Đào Minh Phương | Application of Arima and VECM on forecasting and analyzing determinants of CPI in Vietnam |