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CA  >  Actuarial Science  >  Currículo  >  Survival Models and Life Contingencies

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.