Danh mục Chuyên đề thực tập
Lớp Actuary – K60.
Ngày Báo cáo: 10/6/2022
| TT | ID | Student | Supervisor | Topic |
| 1 | 11181357 | Nguyễn Thị Thu Hà | Dr. Trần Minh Hoàng MSc. Nguyễn Mạnh Đức |
France Mortality rates with Lee-Carter Model |
| 2 | 11182323 | Nguyễn Thị Khánh Huyền | Dr. Trần Minh Hoàng MSc. Nguyễn Mạnh Đức |
Prediction of Reserve in Non-Life Insurance by Bornhuetter-Ferguson Method |
| 3 | 11182673 | Lã Thị Thùy Linh | Dr. Trần Minh Hoàng MSc. Ngô Việt Hoàng |
Pricing An Universal Life Insurance Product |
| 4 | 11183208 | Lê Ngọc Mai | Dr. Trần Minh Hoàng MSc. Nguyễn Mạnh Đức |
Calculating methodologies for Profit Testing and Reserving of Equity-linked Insurances |
| 5 | 11183525 | Trần Phương Nga | MSc. Trần Chung Thủy | Investing in a stock portfolio in Vietnamese stock market – Experience in the first half of 2022 |
| 6 | 11180278 | Nguyễn Lan Anh | Prof.Dr.Nguyen Quang Dong | Application of the logit model in credit scorecards of individual customer in MB bank |
| 7 | 11180401 | Nguyễn Tú Anh | Dr. Phạm Thị Hồng Thắm Dr. Nguyễn Mạnh Thế |
Chain ladder and Bornhuetter-Ferguson method in claim reserving prediction |
| 8 | 11180528 | Trương Thị Phương Anh | Prof.Dr.Nguyen Quang Dong | Factors affect liquidity risk of commercial bank listed on stock exchange |
| 9 | 11180989 | Nguyễn Đình Đức | Dr. Phạm Thị Hồng Thắm | Building Vietnam’s Yield Curve |
| 10 | 11181821 | Nguyễn Cúc Hoa | Prof.Dr. Nguyễn Quang Dong | Establishing a sound credit scoring model for retail banking following current regulatory requirements |
| 11 | 11186039 | Nguyễn Đức Huy | MSc. Vũ Bình Gia | Morbidity Experience Study |
| 12 | 11180068 | Bùi Thị Hoàng Anh | MSc. Nguyễn Thị Liên | An application of statistical methods in retail customer credit scoring at the commercial bank in Vietnam |
| 13 | 11180645 | Nguyễn Trọng Bảo | Dr. Nguyễn Mạnh Thế | Building a model to predict default risk of two-wheeler borrowers at TVS company in India |
| 14 | 11181157 | Lê Phạm Duy | MSc. Nguyễn Thị Liên | Clustering stocks on the Vietnam stock market using the T-SNE method |
| 15 | 11181778 | Nguyễn Văn Hiếu | Dr. Nguyễn Mạnh Thế | Application of logit model in customer rating at vietnam technological and commercial joint stock bank – Hanoi branch |
| 16 | 11182394 | Đỗ Thị Khanh | MSc. Nguyễn Thị Liên | The effectiveness of customer credit risk models via Machine learning algorithms |
| 17 | 11182637 | Đỗ Thị Diệu Linh | MSc. Nguyễn Thị Liên | Credit scoring models for retail customers in commercial bank- The recomendation at Agribank-Ba Vi-Ha Tay I Branch |
| 18 | 11180062 | Bùi Ngọc Anh | Dr. Hoàng Đức Mạnh | Methods implied data processing, applications for credit fraud detection and prevention in commercial banking |
| 19 | 11186006 | Trần Việt Anh | Dr. Nguyễn Quang Huy | Payment cards and using machine learning to detect card fraud |
| 20 | 11181106 | Lương Ngọc Tùng Dương | Dr. Hoàng Đức Mạnh | Application of Machine Learning in predicting and building trading strategy for VN30 Index derivative |
| 21 | 11181307 | Lê Hoàng Hà | Dr. Nguyễn Quang Huy | Determine Best Estimate Assumptions of Lapse rate by using Classical Credibility method |
| 22 | 11183405 | Lê Diệu My | Dr. Hoàng Đức Mạnh | Application of garch model in forecasting stock’s rate of return |
| 23 | 11185100 | Ngô Thị Thu Trang | Dr. Hoàng Đức Mạnh | The loan approval prediction at commercial bank using machine learning methods |
| 24 | 11184763 | Nguyễn Thị Anh Thư | Dr. Trần Minh Hoàng MSc. Nguyễn Mạnh Đức |
Using chain ladder method in mathematic to estimate claim reserving |
| 25 | 11184884 | Nguyễn Thị Vĩnh Thủy | Dr. Trần Minh Hoàng | Using Cairns – Blake – Dowd model to forecast new zealand mortality rate |
| 26 | 11184995 | Hoàng Tú Trân | MSc. Trần Chung Thuỷ | Endowment Education Life Insurance product – Market and Pricing |
| 27 | 11186082 | Vũ Minh Tú | MSc. Trần Chung Thuỷ | Pricing Options Under Jump-Diffusion Model And High Frequency Data – A Case Study of SSI |
| 28 | 11185576 | Đỗ Hoàng Việt | Dr. Trần Minh Hoàng MSc. Nguyễn Mạnh Đức |
Estimate Option Price using Merton Jump Diffusion Model |
| 29 | 11183748 | Nguyễn Vũ Minh Nguyệt | Prof.Dr. Nguyễn Quang Dong | The application of Machine Learning in designing early warning system in MSB |
| 30 | 11183794 | Dương Tuyết Nhi | Dr. Phạm Thị Hồng Thắm MSc. Vũ Bình Gia |
Estimate incurred but not reported claims reserve on marine insurance |
| 31 | 11184091 | Phan Hà Minh Phương | Dr. Phạm Thị Hồng Thắm | Credit scoring for Personal Autoloan |
| 32 | 11185328 | Nguyễn Quang Trường | MSc. Vũ Bình Gia | Predict IBNR and how abuse claim effect the IBNR of Healthcare product |
| 33 | 11185618 | Nguyễn Long Vũ | Dr. Phạm Thị Hồng Thắm | Actuarial Modelling For Auto-Mobile Claim Amount Using Statistical Distribution |
| 34 | 11183180 | Trần Hương Ly | Dr. Nguyễn Mạnh Thế | Application of K min Cluster Analysis model in classifying non life insurance policy of Fubon |
| 35 | 11184307 | Khuất Hùng Sơn | MSc. Nguyễn Thị Liên | Credit risk management in lending to personal customers at vietnam investment and development joint stock commercial bank –Tu Liem branch. |
| 36 | 11184358 | Phạm Minh Tâm | Dr. Nguyễn Mạnh Thế | The Determinants and Prediction of CPI in Vietnam using ARIMA and ECM model |
| 37 | 11184974 | Đặng Thị Trâm | MSc. Ngô Việt Hoàng Dr. Trần Minh Hoàng |
Lapse Ratio Experience Study |
| 38 | 11185317 | Nguyễn Việt Trung | Dr. Nguyễn Mạnh Thế | Analysis and valuation of Development Invesment Construction JSC (DIG) |
| 39 | 11180396 | Nguyễn Thùy Anh | MSc. Đào Bùi Kiên Trung | Analysis of the influence of macroeconomic factors on the VN Index stock price index during the COVID-19 pandemic |
| 40 | 11182541 | Thái Thị Lan | MSc. Đào Bùi Kiên Trung | Application of the five-factor Fama French model and Arbitrage Pricing Theory to evaluate the impact of factors on stock returns – An empirical study on the Ho Chi Minh City Stock Exchange |
| 41 | 11183430 | Tạ Hoàng My | MSc. Đào Bùi Kiên Trung | Application of Machine Learning in forecasting and assessing the impact of factors on the probability of default of corporate customers |
| 42 | 11185430 | Nguyễn Văn Tùng | Dr. Nguyễn Quang Huy | Experience Study and application to Life Insurance Pricing. |
| 43 | 11185539 | Phạm Mỹ Hải Vân | Dr. Nguyễn Quang Huy | Bridging IFRS 17 fulfilment cash flow to discounted gross profit of EV report |