SOM
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Aruna Joshi

Adjunct Professor

Dr. Aruna Joshi is the Director of Risk Modeling and Pricing at The PMI Group. She is responsible for leading a team of Statisticians and Software Engineers to develop a new generation of hazard style claims and prepayment, loss severity and delinquency to claims transition models for residential mortgages. She is also responsible for a term structure and home price appreciation scenario-based insurance portfolio simulator to estimate the distribution of mortgage insurance claims and premium dollars and resulting economic capital.

Education

University of California Berkeley, PhD, Mechanical Engineering

Administrative Appointments

Financial Risk Manager Designation

Courses Offered
  • Market Risk for Fixed Income