Infopaket

Actuarial statistics

3.2.2.5

Вибіркова дисципліна для ОП

Second

2021/2022

3 Semester

5

PLO 8. Select and use the necessary scientific, methodological and analytical tools to manage economic activity PLO 9. Collect, process and analyze statistical data, scientific and analytical materials needed to solve complex economic problems. PLO 10. Justify decisions in conditions of uncertainty that require the use of new approaches and economic-mathematical modeling and forecasting. PLO 14. Assess possible risks, socio-economic consequences of management decisions

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 for estimating unknown parameters of distributions and tests of statistical hypotheses. 2. Have the skills of statistical analysis of economic indicators, calculation of basic characteristics of random variables, testing statistical hypotheses.

The curriculum consists of two content modules: Content module 1. "Models of individual and collective risk", which considers models of individual claims, models of the claim process, model of individual risk, models of collective risk, models of life expectancy. Content module 2. "Dynamic model of bankruptcy and reinsurance models", which discusses the dynamic model of bankruptcy, Lundberg inequality, Kramer-Lundberg approximation for the probability of bankruptcy, reinsurance models.

The purpose of the discipline - to form a student's system of fundamental knowledge about the nature, construction and analysis of mathematical models and methods governing the relationship between insurers and policyholders.

Forms of student assessment: (max. 100 points / min. 60 points) 1. Solving problems - 20 points / 12 points; 2. Modular test - 30 points / 18 points; 3. Independent analytical work - 25 points / 15 points; 4. Final test - 25 points / 15 points.

Ukrainian