Home / Faculty / Samonte, Joseph Angelo

Samonte, Joseph Angelo

Professorial Lecturer
RoomMath Building Annex 214 (Room C)

Research Interests
Actuarial science and mathematical finance. Statistical modeling and applied statistics. Data science and predictive analytics. Risk measurement and management.
  • Education
    • PhD Data Science (Data Analytics specialization)
      University of the Philippines Diliman
    • Master of Statistics (Risk Assessment Methods concentration) (2025)
      University of the Philippines Diliman

      Thesis: Modeling and Predicting Fire Insurance Claims Using Hurdle Models
      Adviser: Prof. Genelyn Ma. F. Sarte

    • Professional Masters in Applied Mathematics major in Actuarial Science (2015)
      University of the Philippines Diliman

      Thesis: Pricing Equity-Index Linked Single Pay Variable Universal Life Insurance Product
      Adviser: Dr. Jose Maria L. Escaner IV

    • Bachelor of Science in Mathematics (2010), cum laude
      University of the Philippines Diliman

      Thesis: Sustainability Analysis using the Collective Risk Model
      Adviser: Dr. Jose Maria L. Escaner IV

  • Teaching

    1st Semester AY 2025-26

    • Group, Health and Non-life Insurance Actuarial Practice (Math 264). This course discusses ratemaking and loss reserving actuarial methods with application to short-term insurances. It also provides an overview of the product features, Philippine industry regulation and standards of actuarial practice for group, health and non-life insurances.

     

    Previous Courses

    • Theory of Interest (Math 162). This course provides an in-depth knowledge of the different measures of interest, how they are derived from a cashflow or series of cashflows, and how these interest concepts may be applied in amortization, sinking funds, and pricing investment securities such as bonds and stocks.
      • 2nd Sem AY 2023-24
      • 1st Sem AY 2023-24
    • Mathematics of Investment and Finance (Math 197, 297). This course presents the quantitative methods and analysis applicable to fundamental concepts, theory and practice in investment portfolios and corporate finance. It covers financial reporting and analysis, project valuation, portfolio theory, asset pricing models, and capital structure and financing.
      • 2nd Sem AY 2024-25
      • 2nd Sem AY 2021-22
      • 1st Sem AY 2020-21
    • Mathematics of Life Contingencies (Math 164). This course introduces students with the field of actuarial science. It discusses the mathematics behind basic pricing and establishing reserves for traditional life insurance products or any long-term financial product that involves life contingent risks.
      • 1st Sem AY 2024-25
    • Actuarial Theory and Practice (Math 260). This is the second course in actuarial mathematics covering life contingencies. This covers analysis of reserves, policy values, cash values, nonforfeiture options, asset shares and profit analysis; and multiple life, multiple decrement and multiple state models.
      • 2nd Sem AY 2023-24
      • 2nd Sem AY 2022-23
      • 1st Sem AY 2021-22
      • 1st Sem AY 2019-20
      • 1st Sem AY 2018-19
      • 1st Sem AY 2017-18
      • 1st Sem AY 2016-17
    • Survival and Loss Models (Math 261). This course is an overview of various survival and loss models as applied on risk theory and short-term insurances. This covers frequency, severity and aggregate models; insurance, exposure and policy modifications; tail weight of distributions and risk measures.
      • 1st Sem AY 2023-24
      • 2nd Sem AY 2022-23
      • 2nd Sem AY 2018-19
      • 2nd Sem AY 2017-18
    • Actuarial Models (Math 262). This course walks through the actuarial modeling process as applied on formulating premium rates for short-term insurances. It covers empirical and parametric models, and credibility theory.
      • 2nd Sem AY 2024-25
      • 1st Sem AY 2019-20
      • 1st Sem AY 2018-19
      • 1st Sem AY 2017-18
    • Survey on Areas of Actuarial Practice (Math 297). This course presents introductory actuarial methods for various areas of actuarial practice. Topics include pension and retirement benefit valuation; profit measures and asset share pricing for traditional life insurance; introduction to participating and universal life insurances; short-term insurance ratemaking and loss reserving for health, group life and non-life insurance.
      • 2nd Sem AY 2020-21
      • 2nd Sem AY 2019-20
      • 2nd Sem AY 2018-19
    • Statistical Modeling and Data Analysis/Applied Actuarial Statistics (Math 297). This course introduces statistical modeling as applied on actuarial science and finance with the aid of R software. Topics include an introduction to data analysis, basic and multiple linear regression, and time series analysis and forecasting.
      • 1st Sem AY 2021-22
      • 1st Sem AY 2020-21
      • 2nd Sem AY 2017-18
      • 1st Sem AY 2016-17
    • Advanced Statistical Modeling and Predictive Analytics (Math 297). This course covers statistical modeling with focus on data-centric models that can carry out predictive analytics. In particular, this is an overview of various supervised and unsupervised statistical learning methods that are prominently used in insurance and finance industry practice.
      • 2nd Sem AY 2021-22
      • 2nd Sem AY 2020-21
    • Product Management Aspects in Actuarial Science (Math 262.1/268.1). This course tackles the technical and practical actuarial concepts involving product pricing and development, and valuation of liabilities for life insurance. In addition, it introduces the concept of the actuarial control cycle framework as a problem-solving algorithm in dealing with actuarial tasks.
      • 1st Sem AY 2024-25
      • 1st Sem AY 2015-16
    • Financial Management Aspects in Actuarial Science (Math 262.2/268.2). This course discusses the continuation of the actuarial control cycle with emphasis on professionalism and ethics. In addition, it introduces basic actuarial accounting concepts and financial reporting framework for life insurance.
      • 2nd Sem AY 2015-16
    • Group Insurance (Math 297). This course surveys various aspects of group insurance. Topics include benefit provisions, pricing, underwriting, experience rating, funding methods and reserving principles.
      • 2nd Sem AY 2016-17
    • Mathematics in Everyday Life (Math 2). This general education course covers basic mathematical concepts and skills encountered in everyday life and gain appreciation to its practical and disciplinary values.
      • 1st Sem AY 2022-23
    • Special Project (Math 295). Supervised facilitation and directed research or capstone course for actuarial science graduate students finishing their project and orally presenting a defensible result of their work.
      • 1st Sem AY 2022-23
      • 2nd Sem AY 2021-22
      • 1st Sem AY 2019-20