| 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 |
| - Berasategui, J.M. (1998): Riesgo de interés y mercado. Fundación Kutxa. - Daykin, Pentikõinen y Pesonen (1994): Practical Risk Theory for Actuaries. Chapman & Hall. |
| Continguts |
| The development of actuarial models characteristic of that of mathematical risk and of the insurance. The content of the subject is the following: Stability and solvency of the financial and insurance company. 1.Introduction to the theory of risk. 2.Reassurance. 3. fluctuations of short term applications. 4. extension of short term analysis. 5. the administration of uncertainty in insurance company. 6. diversification of insurable risks: the classification. 7. VaR models of administration of risks. 8. credit risk. 9. public control of the solvency I 10. Public control of the solvency II 11. Public control of the solvency III |
| Objetius |
| To provide a grounding in risk mathematics and its use in actuarial work. |
| URL de Fitxa |