Infopaket

Аctuarial Сalculations

ОК 8

Обов’язкова дисципліна для ОП

Second

2023/2024

2 Semester

6

PLO1. Articulate, analyze and synthesize solutions of scientific and practical problems. PLO2. Propose, justify and make effective decisions on the development of socio-economic systems and management of economic entities. PLO7. Choose effective methods of management of economic activity, to substantiate the offered decisions on the basis of relevant data and scientific and applied researches. PLO 8. Be able to work both independently and in a team, create and maintain business contacts. PLO9. Make effective decisions under conditions of uncertainty and challenges that require the use of new approaches, methods, and tools of socio-economic research. PLO13. Identify sources and understand the methodology for determining and methods of obtaining socio-economic data, collect and analyze the necessary information, calculate economic and social indicators.

Full-time form

1. Know: the basic concepts of probability theory and mathematical statistics, in particular, the characteristics of discrete and continuous random variables, the main types of distributions of random variables, methods of estimating unknown parameters of distributions and testing statistical hypotheses. 2. To have the skills of statistical analysis of economic indicators, calculation of the main characteristics of random variables, verification of statistical hypotheses.

The program of the academic discipline consists of two content modules: Content module 1. "Models of individual and collective risk", which considers models of individual claims, models of the process of claims, model of individual risk, models of collective risk, models of life expectancy. Content module 2. "Dynamic model of bankruptcy and reinsurance models", which covers the dynamic model of bankruptcy, Lundberg inequality, Cramer-Lundberg approximation for the ruin probability, reinsurance models.

1. Страхування: Підручник / за ред. В.Д.Базилевича. –К.: Знання, 2008. – 1019 с. 2. Актуарні розрахунки : підручник / І. М. Копич, В. М. Сороківський, С. В. Черкасова, М. В. Сороківська. – 2-ге вид., переробл., і доповн. – Львів : Новий Світ - 2019. 3. Олійник В.М. Економіко-математичне моделювання в розвитку страхування та управлінні страховими тарифами. – Монографія. – Університетська книга, 2018. – 366 с. 4. Страхування: практикум: Навчальний посібник / за ред. В.Д.Базилевича. 2-ге вид., перероб. і доп. – К.: Знання, 2011. – 607 с. 5. Актуальні проблеми прогнозування розвитку соціально-економічних систем / Монографія. – За ред. О.І. Черняка, П.В. Захарченка. - Мелітополь: Видавничий будинок Мелітопольської міської друкарні, 2019.

Lecture, practical lesson, student’s self-study

1. Self-study analytical work, which includes an analysis of the dynamics of the financial state of the chosen insurance company of Ukraine, construction of estimates of the probability of its bankruptcy (LO 2.3-2.4) - 25 points / 15 points; 2. Solving problems (LO 1.1-1.2, 2.1-2.2) – 10 points / 6 points; 3. Modular test (2 MT, 20 points max. each) (LO 1.1-1.2; 2.1-2.2; 4.1) – 40 points / 24 points; 4. Final test (LO 1.1-1.2, 4.1) – 25 points / 15 points.

Ukrainian