Courses Bachelor Display 2016-2017
| Course Description | To PDF | |||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Course title | Actuarial Modelling | |||||||||||||||||||||||||||||||||||||||
| Course code | EBC2124 | |||||||||||||||||||||||||||||||||||||||
| ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||
| Assessment | Whole/Half Grades | |||||||||||||||||||||||||||||||||||||||
| Period |
|
|||||||||||||||||||||||||||||||||||||||
| Level | Advanced | |||||||||||||||||||||||||||||||||||||||
| Coordinator |
Eric Beutner For more information: e.beutner@maastrichtuniversity.nl |
|||||||||||||||||||||||||||||||||||||||
| Language of instruction | English | |||||||||||||||||||||||||||||||||||||||
| Goals |
The students learn how to extend their existing theoretical and methodological knowledge by working on a small scale research case/project related to actuarial sciences that will form the basis of the bachelor thesis.
|
|||||||||||||||||||||||||||||||||||||||
| Description |
Various problems from actuarial sciences such as multiple life insurance, multiple decrement models, crude hazard rate, identifiability issues related to competing risk models, Lexis diagram, population models etc. are proposed to the students that will work on a small scale research project (literature overview, empirical or theoretical analysis, model building and solving, ...) under the supervision of a staff member.
|
|||||||||||||||||||||||||||||||||||||||
| Literature |
Research articles.
|
|||||||||||||||||||||||||||||||||||||||
| Prerequisites |
First two years of the Econometrics and OR bachelor program, in particular Mathematics, Probability Theory, and Mathematical Statistics. Actuarial courses form block 4 and 5 of year 3 are helpful, but not required.
|
|||||||||||||||||||||||||||||||||||||||
| Teaching methods (indicative; course manual is definitive) | PBL / Presentation / Assignment | |||||||||||||||||||||||||||||||||||||||
| Assessment methods (indicative; course manual is definitive) | Final Paper / Participation | |||||||||||||||||||||||||||||||||||||||
| Evaluation in previous academic year | For the complete evaluation of this course please click "here" | |||||||||||||||||||||||||||||||||||||||
| This course belongs to the following programmes / specialisations |
|