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Mathematical models of pension and health insurance

Вибіркова дисципліна для ОП

First

2021/2022

8 Semester

2

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.

Full-time form

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.

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."

1. N. Bowers, H. Gerber, D. Jones, S. Nesbitt, J. Hickman, "Actuarial Mathematics", "JanusK", Moscow, 2001 2. C.Wallce Jordan Life contingencies ”, Published by Society of Actuaries, 1975 3. Arthur W. Anderson “Pension Mathematics for Actuaries”, ACTEX Publications, Connecticut, 199 4. V.B. Kutukov "Fundamentals of Financial and Insurance Mathematics", Delo Publishing House, Moscow, 1998 5. Law of Ukraine “On Compulsory Pension Insurance”, Laws of Ukraine, 2004 6. R. Kaas, M. Goovaerts, J. Daene, M. Denuit "Modern Actuarial Risk Theory", Kluwer Academic Publishers, 2001, 309 p. 7. G. I. Falin, A. I. Falin. Probability theory and mathematical statistics. Actuarial mathematics in problems. - Physmatist. - 2003. - 192 p.

Lecture, individual work

Test work, exam.

Ukrainian