Week |
Subjects |
Related Preparation |
Learning Outcome |
1 |
Definition and measuring of actuarial risk Systematic for RiskDangerDamage and statistical description |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
2 |
Risk processes: claim number and amount processes |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
3 |
Claim amount distributions |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
4 |
Collective and individual risk models |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
5 |
Population models and mortality impact |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
6 |
Probability of bankruptcy and strategic actuarial decision problems |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
7 |
Premium calculation; ceded and maintained amounts |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
8 |
Approaches for sharing and reducing actuarial risk |
''Quantitative Risk Analysis'', Vose, D. , Wiley (1996). ISBN-13: 978-0471958031 |
|
9 |
Multiple competing actuarial risks |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
10 |
General stochastic processes models for risk processes |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
11 |
Short term insurance |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
12 |
Actuarial risk management |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
13 |
Actuarial risk management |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
14 |
Medium and long term insurance,life insurances, individual pension funds and similar applications |
‘’Practical Risk Theory for Actuaries’’. Daykin, C.D., Pentikainen, T., Pesonen, M. (1994). ChapmanHall, ISBN-13: 978-0412428500 |
|
15 |
Semester review |
|
|
16 |
Final exam |
|
|