Infopaket

Actuarial mathematics

Обов’язкова дисципліна для ОП

First

2024/2025

8 Semester

3

Know and understand the basic sections and tasks of actuarial mathematics. Know the principles of assigning insurance premiums. Be able to calculate the residual and rounded lifetime. Be able to calculate the current and future value of money with different interest schemes. Demonstrate skills of interaction with other people, ability to work in teams. Be able to organize their own activities and get results within a limited time. Demonstrate the ability to self-study and continue professional development.

Distance form

Know: chapters of mathematical analysis, linear algebra, probability theory and mathematical statistics. Be able to: apply knowledge of mathematical analysis, probability theory and mathematical statistics. Have basic skills: calculate integrals, solve systems of linear algebraic equations, work with stochastic objects.

The discipline "Actuarial Mathematics" is a component of the educational and professional training program for the first (bachelor's) level of higher education in the field of knowledge 12 "Information Technology" in the specialty 124 "Systems Analysis", educational and professional program "Systems Analysis". The discipline has the following sections: characteristics of life expectancy, analytical laws of mortality, residual life, short-term and long-term life insurance, methods of calculating the probability of bankruptcy, reserves of net premiums, types of reinsurance agreements. The main task is to provide students with basic knowledge about the principles of insurance premiums, to form the ability to calculate the residual and rounded lifetime, to develop skills to apply the acquired knowledge to applied problems that require actuarial analysis. Discipline is mandatory.

1. S.D. Fundamentals of Actuarial Mathematics. Third Edition ”, John Wiley & Sons Ltd, 2015. 2. D.C.M. Dickson, M.R. Hardy and H.R. Waters “Actuarial Mathematics for Life Contingent Risks. Second Edition ”, Cambridge University Press, New York, 2013. 3. Marco Corazza, et. al. “Mathematical and Statistical Methods for Actuarial Sciences and Finance”, Springer International Publishing AG, Cham, 2018. 5. G.I. Falin ""Mathematical foundations of life insurance theory and pension schemes"". 3rd edition, ANKIL, 2007. 6. О.Г. Khanin ""Mathematical models of risk insurance"", Eastern European National University, Lutsk, 2018. 7. T. Ivanenko. Fundamentals of financial mathematics. - Lira -K. - 2019. - 200p.

Lectures, practical classes

Test work, exam

Ukrainian