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Evaluation of the Turkish Catastrophe Insurance Pool

 

Applications are invited for our EPSRC funded Doctoral Training Partnership (DTP) PhD studentships that will support six (6) research projects starting 1 October 2022. One of these projects is “Evaluation of the Turkish Catastrophe Insurance Pool led by Dr Jia Shao in the Department of Mathematics

Successful applicants will receive an annual stipend of £18,062 including outer London allowance plus payment of their full-time tuition fees for a period of 42 months (3.5 years).

You should be eligible for home (UK) tuition fees but there is a limited number of studentships (no more than two) available to overseas applicants, including EU nationals, who meet the entry criteria.

The Project

This project will evaluate Turkish Catastrophe Insurance Pool (TCIP, Turkish acronym DASK) to provide guidance to the policy development. To tackle the problem of modelling rare events which cause extremely high losses, various statistical models can be used such as Extreme Value Theory and quantile regression to evaluate the heavy-tailed characteristics. This project will investigate new robust inference models and methods for the tail behaviour of the Turkish Catastrophe Insurance data.

Please contact Dr Jia Shao at jia.shao@brunel.ac.uk to find out more.

Eligibility

 

You will have or will receive an undergraduate degree classified at 1st class or 2:1 (honours) in mathematics or statistics. A postgraduate masters degree may be an advantage. Where appropriate, applicants must have English language proficiency to an overall score of IELTS 6.5 or equivalent.

Skills and Experience

You should have a background in statistics, applied mathematics or data science, with some exposure to finance and insurance plus an enthusiasm for working on fundamental problems in these fields. You should be a highly motivated individual and possess a strong sense of curiosity. The ability to study independently, think critically and collaborate with others is essential.

How to apply

Email the documents below as a single PDF file to cedps-studentships@brunel.ac.uk by 16:00 on Friday 3 June 2022. Please state the name of the project supervisor in your email.

  • Your up-to-date CV;
  • Your 300-word personal statement setting out why you are suitable for this position;
  • Your Undergraduate/Postgraduate Masters degree certificate(s) and transcript(s);
  • Your English Language qualification of IELTS 6.5 overall or equivalent, if applicable;
  • Two references, one of which can be provided by a member of Brunel University academic staff.

Interviews will take place in June 2022.

Meet the Supervisor(s)