Chuyên đề thực tập

Danh mục chuyên đề thực tập Actuary – K61 (T2-6.2023)

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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