Quant Guide 2022: KU Leuven

Leuven, Belgium

 

 

KU Leuven’s Master of Science in Actuarial and Financial Engineering programme has grown significantly since its last appearance in the Quant Guide, with 36 full-time students versus just nine in 2020.

The programme is overseen by professor in actuarial science and insurance analytics Katrien Antonio, and boasts a large number of lecturers, with, on paper, more instructors than students for this year’s course.

The programme is completed over two years of full-time instruction, with teaching staff drawn from the faculty of economics and business and the department of mathematics.

Five topic areas comprise the programme’s core material. They are: regulation; financial engineering; risk engineering; and two actuarial engineering topics – one focusing on data science methods, and one on life, health and pensions.

Students must also complete a master’s thesis, and can choose from a range of electives, including classes offered at KU Leuven partner universities UCLouvain, the Université Libre de Bruxelles and others. Optional classes include topics in: portfolio pricing; stochastic models; European financial regulation; data mining and neural networks; and big data analytics.

Students can also choose to take an internship, an additional summer school programme or a research project. The last-named takes place in LRisk, a dedicated research centre run by the university for insurance and financial risk analysis.

Teachers include: Jan Dhaene, who leads courses in valuation principles and stock market herd behaviour; Wim Schoutens, who specialises in risk management, cryptocurrencies and machine learning; and Jan Beirlant, who has also taught at the University of Washington and the Sorbonne.

View this institution’s entry in the 2020 guide

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