Checking date: 10/07/2020


Course: 2021/2022

Advanced Topics in Acturial Research
(17199)
Study: Master in Business and Finance (69)
EPE


Coordinating teacher: BALBAS DE LA CORTE, ALEJANDRO

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 5.0 ECTS

Course:
Semester:




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
  • % 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 and the academic weekly planning may change due academic events or other reasons.


More information: https://business.uc3m.es/es/faculty/profesor/perfil/alejandro-balbas