Checking date:
26/04/2017
Versión en español
Course: 2017/2018
Research in Actuarial Science
(17184)
Master in Business and Finance (Plan: 362 - Estudio: 69)
EPE
Coordinating teacher:
BALBAS DE LA CORTE, ALEJANDRO
Department assigned to the subject:
Business Administration Department
Type:
Electives
ECTS Credits:
5.0 ECTS
Course:
2º
Semester:
1º
Requirements (Subjects that are assumed to be known)
Usual contents of Mathematical Analysis, Probability Theory, Financial Economics, Insurance Pricing (life and non life).
Objectives
Research methodologies in actuarial problems involving life insurance, non-life insurance and risk management.
Description of contents: programme
- Stochastic ruin models - Stochastic longevity models - Actuarial and financial risk management methods - Computing the stochastic IBNR - Pricing with Bayesian methods. - Public and private pension plans
Learning activities and methodology
Lectures Exercises Study and discussion of several research papers
Assessment System
Final exam (60%) Exercises (20%) Research papers (20%)
% end-of-term-examination 60
% of continuous assessment (assigments, laboratory, practicals...) 40
The course syllabus may change due academic events or other reasons.