Checking date: 08/04/2019


Course: 2019/2020

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:




Students are expected to have completed
Background in Mathematical Analysis, Probability Theory, Economics and Finance
Competences and skills that will be acquired and learning results.
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

The course syllabus and the academic weekly planning may change due academic events or other reasons.