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
University of California Berkeley, MS, Financial Engineering
Iowa State University, MS, Mechanical Engineering
Indian Institute of Technology, B Tech, Mechanical Engineering
Administrative Appointments
Financial Risk Manager Designation
Teaching
- Market Risk for Fixed Income
