Checking date: 10/07/2020

Course: 2021/2022

Advanced Topics in Acturial Research
Study: Master in Business and Finance (69)

Coordinating teacher: BALBAS DE LA CORTE, ALEJANDRO

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 5.0 ECTS


Requirements (Subjects that are assumed to be known)
Background in Mathematical Analysis, Probability Theory, Economics and Finance
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
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 40
Basic Bibliography
  • Ohlsson and Johansson. Non-life insurance pricing with generalized linear models. Springer. 2010
  • Yiu Kuen Tse. Nonlife actuarial models. Theory, methods and evaluation. Cambridge Universty Press. 2009

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

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