Актуарные расчеты-1

2024/2025

ID 942711

Лучший по критерию «Новизна полученных знаний»

Статус: Маго-лего

Кто читает: Департамент статистики и анализа данных

Когда читается: 1, 2 модуль

Охват аудитории: для всех кампусов НИУ ВШЭ

Преподаватели: Морено Франко Гарольд Андрес

Язык: русский

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Аннотация

Actuarial Calculus I develops a formal mathematical framework for valuing cash-flows whose amounts or payment times may be deterministic or uncertain. The course begins with the time value of money and deterministic cash-flow models, progresses to random cash-flows and elementary stochastic interest-rate models, and then introduces survival models and life-contingent payments. These tools are applied to life insurance benefits, life annuities, premiums, reserves, multiple-decrement models, and elementary multiple-state models. The course emphasizes definitions, assumptions, derivations, and the mathematical scope of each result. Numerical calculations and simulation support the theory but do not replace it.

Цель освоения дисциплины

To develop a rigorous mathematical understanding of the actuarial models and valuation principles studied in the course.
To connect the mathematical theory of cash-flow valuation, survival models, life-contingent benefits, premiums, and reserves with actuarial applications.
To develop the ability to formulate actuarial problems precisely, stating the relevant assumptions, notation, and scope of the model.
To develop the ability to analyse the benefits, limitations, and sensitivity of actuarial techniques with respect to their underlying assumptions.
To use computational tools, where appropriate, to support numerical calculations, simulation, and sensitivity analysis, without replacing mathematical justification.
To develop clear mathematical communication and effective problem-solving skills, both individually and in collaborative work.

Планируемые результаты обучения

Understand and have the abilities to present/describe the methods studied in this course in mathematical terms.
Understand the limitations and benefits related to using of different actuarial techniques
Implement methods studied in the course with Mathematica and/or statistical software.
Applicate of methods studied in the course to problems/examples.
Understand and have the abilities to present/describe the methods studied in life insurance.
Understand and have the abilities to present/describe the methods studied in Premiums, reserves and risks.
Understand and have the abilities to present/describe the methods studied in Multiple Life Insurance.