Checking date: 08/04/2019

Course: 2019/2020

Research in Actuarial Science
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


Students are expected to have completed
Usual contents of Mathematical Analysis, Probability Theory, Financial Economics, Insurance Pricing (life and non life).
Competences and skills that will be acquired and learning results.
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 and the academic weekly planning may change due academic events or other reasons.