Adam Mickiewicz University, Poznań - Central Authentication System

Actuarial mathematics

General data

Course ID:	06-DMAKLM0
Erasmus code / ISCED:	(unknown) / (unknown)
Course title:	Actuarial mathematics
Name in Polish:	Matematyka aktuarialna
Organizational unit:	Faculty of Mathematics and Computer Science
Course groups:	(in Polish) Moodle - przedmioty Szkoły Nauk Ścisłych
ECTS credit allocation (and other scores):	0 OR 6.00 OR 5.00 OR 7.00 (differs over time) Basic information on ECTS credits allocation principles: the annual hourly workload of the student’s work required to achieve the expected learning outcomes for a given stage is 1500-1800h, corresponding to 60 ECTS; the student’s weekly hourly workload is 45 h; 1 ECTS point corresponds to 25-30 hours of student work needed to achieve the assumed learning outcomes; weekly student workload necessary to achieve the assumed learning outcomes allows to obtain 1.5 ECTS; work required to pass the course, which has been assigned 3 ECTS, constitutes 10% of the semester student load. view allocation of credits
Language:	(unknown)
Short description:	Contrary to deterministic financial mathematics models, both theory and practice of insurance requires rather a probabilistic approach. The aim of the course is therefore to present such mathematical methods. More specifically, the course covers such subjects as basic information concerning life tables, methods of calculating life insurance premium as well as reserves in basic types of insurance and more sophisticated premium models.
Full description:	The main subject of the course is risk evaluation in standard types of life insurance. Therefore, one of the outcomes of the course is the ability to apply elementary probabilistic methods in risk evaluation in insurance practice. Importantly, the contents of the course is partly modeled on requirements for the actuarial exam as formulated in the corresponding regulation of the Financial Minister of Poland.
Bibliography:	B. Błaszczyszyn, T. Rolski, Wstęp do matematyki ubezpieczeń na życie, Warszawa 2004. H. U. Gerber, S. H. Cox, Life insurance mathematics, Springer 1997. S. A. Klugman, H. H. Panjer, G. E. Willmot, Loss models. From data do decisions, Willey 2004. S. Ostasiewicz, Elementy aktuariatu, Wydawnictwo Akademii Ekonomicznej we Wrocławiu 2007. W. Ostasiewicz, Składki i ryzyko ubezpieczeniowe. Modelowanie stochastyczne, Wydawnictwo Akademii Ekonomicznej we Wrocławiu 2007. S. D. Promislow, Fundamentals of Actuarial Mathematics, Willey 2007. V. I. Rotar, Actuarial Models. The Mathematics of Insurance, Chapman & Hall/CRC 2007. F. E. Szabo, Actuaries Survival guide. How to succeed in one of the most desirable professions, Elsevier Academic Press 2004. M. Skałba, Ubezpieczenia na życie, WNT 2003. S. Wieteska, Zbiór zadań z matematyki aktuarialnej, Wydawnictwo Uniwersytetu Łódzkiego 1997.

Classes in period "Academic year 2020/2021, winter semester" (past)

Time span:	2020-10-01 - 2021-02-28	Selected timetable range: weekly course term Navigate to timetable MO TU W TH WYK CW FR
Type of class:	classes, 30 hours, 25 places more information lecture, 30 hours, 25 places more information
Coordinators:	(unknown)
Group instructors:	Jolanta Grala-Michalak, Michał Jasiczak
Students list:	(inaccessible to you)
Examination:	Course - Exam classes - Graded credit lecture - Exam

Classes in period "Academic year 2021/2022, winter semestr" (past)

Time span:	2021-10-01 - 2022-02-23	Selected timetable range: weekly course term Navigate to timetable MO TU W TH WYK CW FR
Type of class:	classes, 30 hours, 25 places more information lecture, 30 hours, 25 places more information
Coordinators:	(unknown)
Group instructors:	Jolanta Grala-Michalak, Michał Jasiczak
Students list:	(inaccessible to you)
Examination:	Course - Exam classes - Graded credit lecture - Exam

Classes in period "Academic year 2022/2023, winter semester" (past)

Time span:	2022-10-01 - 2023-02-26	Selected timetable range: weekly course term Navigate to timetable MO WYK CW TU W TH FR
Type of class:	classes, 30 hours, 25 places more information lecture, 30 hours, 25 places more information
Coordinators:	(unknown)
Group instructors:	Jolanta Grala-Michalak, Michał Jasiczak
Students list:	(inaccessible to you)
Examination:	Course - Exam classes - Graded credit lecture - Exam

Classes in period "Academic year 2024/2025, winter semester" (future)

Time span:	2024-10-01 - 2025-02-23	Selected timetable range: weekly course term Navigate to timetable
Type of class:	classes, 30 hours, 25 places more information lecture, 30 hours, 25 places more information
Coordinators:	(unknown)
Group instructors:	Jolanta Grala-Michalak, Michał Jasiczak
Students list:	(inaccessible to you)
Examination:	Course - Exam classes - Graded credit lecture - Exam

Classes in period "Academic year 2023/2024, winter semester" (past)

Time span:	2023-10-01 - 2024-02-25	Selected timetable range: weekly course term Navigate to timetable MO WYK TU W CW TH FR
Type of class:	classes, 30 hours, 25 places more information lecture, 30 hours, 25 places more information
Coordinators:	(unknown)
Group instructors:	Jolanta Grala-Michalak, Michał Jasiczak
Students list:	(inaccessible to you)
Examination:	Course - Exam classes - Graded credit lecture - Exam

Course descriptions are protected by copyright.
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