Mostafa Mashayekhi

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Mostafa Mashayekhi

Associate Professor of Actuarial Science Finance University of Nebraska-Lincoln

Contact

Address
HLH 423G
Lincoln NE 68588-0490
Phone
402-472-0715 On-campus 2-0715
Email
mmashayekhi@unl.edu

Dr. Mostafa Mashayekhi earned his Ph.D. from Michigan State University and his M.S. in London. His teaching interests include survival models, credibility theory and simulation, actuarial forecasting techniques, stochastic processes and calculus. His research interests include compound and Empirical Bayes Decision Theory, credibility theory, survival models, and applications of stochastic calculus in actuarial mathematics. His area of expertise focuses on actuarial science.

He has earned the professional designation of Associateship of the Society of Actuaries.

Education

Ph.D Michigan State
MSc London
BSc London

Areas of Expertise

  • Actuarial Science

Research Interests

  • Compound and Empirical Bayes Decision Theory
  • Credibility Theory
  • Survival Models
  • and applications of Stochastic Calculus in Actuarial Mathematics.

Appointments

  • Associate Professor, 2002

Vita

CV_Mashayekhi.pdf

Working Papers

On Properties of almost stochastic dominance.

Revise & resubmit
Conferences: 51st Actuarial Research Conference, Society of Actuaries, University of Minnesota, July 2016

Undergraduate Courses

Introduction to Financial Economics (ACTS 441) - Financial mathematics concepts related to short sales, forwards, options, futures, and swaps, and their use in risk management, hedging and investment strategies, fundamental concepts of put-call parity and no-arbitrage, and interest rate models.

Options, Futures and Derivative Securities for Actuarial Science (FINA 467A) - Introduction to financial mathematics related to pricing of derivative securities, including standard options, exotic options and interest rate and bond derivatives. Covers required material for the Society of Actuaries Models for Financial Economics (MFE) exam.

Institutional Service

  • Undergraduate Committee, Committee Member, 2017-2020
  • Assessment Committee, Committee Member, 2008-2015