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1189 Actuarial Mathematics II - Five-year degree in Financial and Actuarial Sciences


Center
Faculty of Economics
Departament
Financial and Actuarial Economics
Lecturers in charge
G0089 - FRANCISCO MUÑOZ MURGUI
Met. Docent
Attendance at theory classes and active participation in practical classes. Coordinator: Vicente Meneu y Francisco Muñoz.
Met. Avaluació
Final examination - -
Bibliografia
- Hossack, Pollard y Sehnwirth (2001): "Introducción a la estadística con aplicaciones a los seguros generales". Ed. MAPFRE.
- Daykin, C.D.; Pentikõinen y Pesonen (1994): "Practical Risk Theory for Actuaries". Chapman & Hall.
Continguts
To develop a knowledge of theoretical and practical actuarial models applied to the insurance.

The content of the subject is the following:

First part: Introduction to stochastic processes.
1. introduction.
2. stochastic processes.
3. stochastic processes (cont.).
4. simulation methods.

Second part: Non-life assurance
5. application of useful statistical distributions in the field of the general insurance.
6. inference in the distributions of general insurance.
7. the areas of risk.
8. tariffication systems.
9. the estimatation of technical provisions.