Courses Bachelor Display 2017-2018

Course Description To PDF
Course title Actuarial Modelling
Course code EBC2124
ECTS credits 6,5
Assessement Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
5 16-4-2018 8-6-2018 X X
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.

In order to write your bachelor thesis in Econometrics & OR, you have to register for this course (EBC2124) or for
EBC2151 in period 5, and for the skills course EBS2044 in period 6.
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 PBL / Presentation / Assignment
Assessment methods 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
Bachelor Econometrics and Operations Research Acturarial Electives
Bachelor Econometrics and Operations Research Year 3 Compulsory Courses
SBE Exchange Bachelor Bachelor Exchange Courses
SBE Exchange Master Bachelor Exchange Courses
SBE Non Degree Courses Bachelor Courses