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Grozen, Jude Martin

RoomMath Building Annex 212

Research Interests
Actuarial science and mathematical finance. Financial derivatives pricing. Stochastic modelling. Statistics.
  • Education
    • 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 Diliman

      Thesis: 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