Mathematical models of pension and health insurance
Course: System Analysis
Structural unit: Faculty of Computer Science and Cybernetics
Title
Mathematical models of pension and health insurance
Code
Module type
Вибіркова дисципліна для ОП
Educational cycle
First
Year of study when the component is delivered
2024/2025
Semester/trimester when the component is delivered
8 Semester
Number of ECTS credits allocated
2
Learning outcomes
Know: methods of mathematical modeling of human life expectancy, identification and assimilation of key properties of financial flows due to random human life expectancy.
Be able to: calculate the risks of insurance contracts in pension and health insurance.
Demonstrate skills of interaction with other people, ability to work in teams.
Demonstrate the ability to self-study and continue professional development.
Be able to organize their own activities and get results within a limited time.
Form of study
Full-time form
Prerequisites and co-requisites
Know: basics of discrete mathematics, probability theory and mathematical statistics
Be able to: formalize the conditions of problems and make a solution plan
Have basic skills: solve typical problems in probability theory,
mathematical statistics and discrete mathematics.
Course content
Discipline "Mathematical models of pension and health insurance" is part 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", it includes the study of models for modeling human life expectancy. Study of the properties of the survival function, mortality rate, residual life expectancy and other main characteristics of life expectancy models. Study of the main types of financial rents. Models of financing pension schemes. Models of accumulative pensions provided by the Law of Ukraine "On Compulsory Insurance". Calculation of net premiums for long-term health insurance. . Taught in the 8th semester, volume 60 hours. (2 ECTS credits), of which lectures - 20 hours, independent work - 40 hours. There are 2 substantive parts and an exam."
Recommended or required reading and other learning resources/tools
2. C.Wallce Jordan Life contingencies ”, Published by Society of Actuaries, 1975
3. Arthur W. Anderson “Pension Mathematics for Actuaries”, ACTEX Publications, Connecticut, 199
6. R. Kaas, M. Goovaerts, J. Daene, M. Denuit "Modern Actuarial Risk Theory", Kluwer Academic Publishers, 2001, 309 p.
Planned learning activities and teaching methods
Lecture, individual work
Assessment methods and criteria
Test work, exam.
Language of instruction
Ukrainian
Lecturers
This discipline is taught by the following teachers
Departments
The following departments are involved in teaching the above discipline