·       Risk Measures in Portfolio Optimization (VaR, TVaR)

·       Forecasting and analysis (ARIMA-GARCH)

• Stochastic analysis
• GBM
• Portfolio optimization
• Investment and management strategy

• Copula
• Risk modelling and mitigation strategy
• Kernel SVM

• Risk Management

·       Big Data simulation

·       Machine learning

·       Extreme value analysis

• Forecasting and analysis of Life Table
• Pricing and Valuation
• Risk mitigation and management
• Risk Modelling

• Pricing and Valuation
• QRM in Life and General Insurance
• Ruin Theory
• Loss modelling and analysis
• Extreme value analysis

• Tabarru’ portion in Sharia life insurance
• Wakalah and Mudharabah Scheme in Shariah life insurance
• Ruin theory
• Pricing and Valuation in Shariah Insurance