Checking date:
08/04/2019
Versión en español
Course: 2019/2020
Advanced Topics in Acturial Research
(17199)
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:
2º
Requirements (Subjects that are assumed to be known)
Background in Mathematical Analysis, Probability Theory, Economics and Finance
Objectives
Research skills in advanced actuarial topics
Description of contents: programme
1) Risk Theory, Risk Measures and Risk Models 2) Pensions, longevity and financial products 3) Catastrophe Risk 4) Gerber-Shiu Function 5) Reinsurance 6) Dependence 7) Credibility
Learning activities and methodology
Lectures, exercises, discussions about research papers
Assessment System
Exame, 60% Exercises, 20% Research Papers Analyses, 20%
% end-of-term-examination 60
% of continuous assessment (assigments, laboratory, practicals...) 40
The course syllabus may change due academic events or other reasons.
