Master in Actuarial Science
Plano Curricular Actuarial Science
Survival Models and Life Contingencies (MASV)
UC Competência
Survival Models and Life Contingencies(Matemática)UC Execução
Survival Models and Life Contingencies (2020/2021 - Semestre 2)Survival Models and Life Contingencies (2019/2020 - Semestre 2)
Survival Models and Life Contingencies (2018/2019 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2017/2018 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2016/2017 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2015/2016 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2014/2015 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2013/2014 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2012/2013 - Semestre 2)
Matemática Actuarial e Seguros de Vida (2011/2012 - Semestre 2)
Contextos
Grupo: Actuarial Science > 2º Ciclo > Unidades Curriculares Obrigatórias
Período: 1 Ano, 2 Semestre
Peso
8.0 (para cálculo da média)
Objectivos
The aim of this subject is to provide students with the skills necessary to apply and develop actuarial mathematics concepts and techniques, in the area of life contingent risks. In a particular way, those skills must be used to model and evaluate cash-flows dependent on death, survival, disability and other risks present in life insurance and pensions.
Programa
- Life Insurance Products
- Mortality and Life Tables
- The Evaluation of Assurances and Annuities
- Premiums and Reserves Calculation
- Multi-state Policies
- Discounted Emerging Cost Techniques
- Single Figure Indices to Summarise and Compare Mortality Levels
Metodologia de avaliação
The sessions of theoretical and practical content will consist of oral presentations accompanied by the projection of slides containing the main formulae and results, which will be explained, demonstrated and exemplified using suitable techniques. A significant part of the sessions will be devoted to drafting exercises and practical applications.
The final grade, on a 0-20 scale, is awarded on the basis written exam (70%) and a computer solved exam (30%).
Bibliografia
Principal
Actuarial Mathematics for Life Contingent Risks
Dickson, D., Hardy, M., and Waters, H.
2013
2nd ed, Cambridge University Press.
The Actuarial Profession
Core Reading 2014 - CT5 Contigencies
2013
The Actuarial Profession
Secundária
Actuarial Mathematics
Bowers, N.L., Gerber, H.U., Hickman, J.C., Jones, D.A. & Nesbitt, C.J.
1997
2nd ed, The Society of Actuaries, Schaumburg, IL.