Checking date: 08/04/2019


Course: 2019/2020

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:
Semester:




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
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40

The course syllabus may change due academic events or other reasons.