Grozen, Jude Martin
Instructor
Research Interests
Actuarial science and mathematical finance. Financial derivatives pricing. Stochastic modelling. Statistics.
Actuarial science and mathematical finance. Financial derivatives pricing. Stochastic modelling. Statistics.
Academic Groups
- Mathematical Finance and Actuarial Science (member)
- Modelling and Applications (affiliate)
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Education
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Doctor of Philosophy in Mathematics, ongoing
University of the Philippines Diliman -
Professional Master's in Applied Mathematics (major in Actuarial Science) (2021), Excellence in Graduate Studies
University of the Philippines DilimanThesis: Guaranteed annuity option under correlated and regime-switching risks: parameter estimation, valuation, and sensitivity analysis
Adviser: Dr. Jose Maria Escaner IV and Dr. Rogemar Mamon
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Doctor of Philosophy in Mathematics, ongoing
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Publications
- Grozen, J. and Mamon, R. (2025). A direct approach in the pricing analysis and risk role matching of a guaranteed annuity option under correlated risks. American Journal of Mathematical and Management Sciences (affiliated with the Mathematical Association of America), URL link.