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Магистратура 2018/2019

## Актуарные расчеты в страховании жизни

Направление: 38.04.01. Экономика
Когда читается: 1-й курс, 3 модуль
Формат изучения: Full time
Прогр. обучения: Статистическое моделирование и актуарные расчеты
Язык: английский
Кредиты: 3

### Course Syllabus

#### Abstract

This course syllabus follows the educational standards of the Institute of Actuaries for subjects 102 Financial Mathematics, 104 Survival Models and 105 Contingencies. Core Technical . It is designed to give the postgraduate students an introduction to the nancial and insurance worlds in which the practising actuary works. Students will cover the basic concepts of risk management models for mortality and sickness, and for discounted cash ows and their applications to Life Insurance contracts.

#### Learning Objectives

• Course Goals are as follows: - Offer students a deep insight into the probabilistic and statistical toolkit of modern actuarial science - Master in modern probabilistic and statistical tools and technologies of actuarial science - Obtain practical skills to develop and apply probabilistic models in actuarial studies

#### Expected Learning Outcomes

• 1. Understanding and ability to present/describe the methods studied in this course in mathematical terms 2. Application of these methods to problems/examples 3. Understanding the limitations and benefits related to using of different actuarial techniques 4. Implementing methods studied in the course with Mathematica and/or statistical software 5. Efficient work in groups

#### Course Contents

• Population dynamics and epidemiology
• Actuarial calculations: single life
• Actuarial calculations: multiple lives
• Phase-type distributions

#### Assessment Elements

• Текущий контроль аудиторной и самостоятельной работы
• Контрольная работа
• Домашняя контрольная работа
• Экзамен

#### Interim Assessment

• Interim assessment (3 module)
0.2 * Домашняя контрольная работа + 0.3 * Контрольная работа + 0.2 * Текущий контроль аудиторной и самостоятельной работы + 0.3 * Экзамен

#### Recommended Core Bibliography

• Актуарные расчеты. Ч.1: ., Миронкина, Ю. Н., 2018