Актуарные расчеты-1

2024/2025

Статус: Маго-лего

Кто читает: Департамент статистики и анализа данных

Когда читается: 1, 2 модуль

Охват аудитории: для всех кампусов НИУ ВШЭ

Язык: русский

Полная версия программы учебной дисциплины

Аннотация

This study delves into the essential principles of actuarial calculus, providing a comprehensive framework for understanding cash-flow modeling and the valuation of financial instruments in the context of life insurance. Key topics include the mathematical foundations of interest accumulation, the evaluation of annuities and fixed-interest securities, and the application of stochastic models to represent random cash-flows. The course emphasizes the critical assessment of premiums, reserves, and risks, enabling participants to apply mathematical techniques in real-world scenarios. Furthermore, it introduces complex life insurance constructs, such as joint-life and last-survivor models, facilitating a holistic approach to risk management and product evaluation in today's dynamic financial environment.

Цель освоения дисциплины

To Develop Proficiency in Cash-Flow Modeling: Equip students with the fundamental mathematical skills required to construct and analyze cash-flow models, including techniques for interest accumulation, cash-flow valuation, and the assessment of yield on various financial products.
To Apply Actuarial Calculus in Life Insurance Evaluation: Enable learners to model future lifetimes and evaluate life insurance products, with a focus on calculating life annuities and understanding their implications on policy pricing and financial sustainability.
To Enhance Understanding of Premiums, Reserves, and Risk Assessment: Provide a thorough analysis of different premium structures (net and office) and the methodologies for calculating reserves and random policy values, while also exploring the complexities of multiple life insurance scenarios through the use of copulas and joint distributions.

Планируемые результаты обучения

Understand and have the abilities to present/describe the methods studied in this course in mathematical terms.
Understand the limitations and benefits related to using of different actuarial techniques
Implement methods studied in the course with Mathematica and/or statistical software.
Applicate of methods studied in the course to problems/examples.
Understand and have the abilities to present/describe the methods studied in life insurance.
Understand and have the abilities to present/describe the methods studied in Premiums, reserves and risks.
Understand and have the abilities to present/describe the methods studied in Multiple Life Insurance.