Courses Bachelor Display 2020-2021
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Course title | Actuarial Modelling | |||||||||||||||||||||||||||||||||||||||
Course code | EBC2124 | |||||||||||||||||||||||||||||||||||||||
ECTS credits | 6,5 | |||||||||||||||||||||||||||||||||||||||
Assessment | Whole/Half Grades | |||||||||||||||||||||||||||||||||||||||
Period |
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Level | Advanced | |||||||||||||||||||||||||||||||||||||||
Coordinator |
Andre Berger For more information: a.berger@maastrichtuniversity.nl |
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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. |
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Description |
PLEASE NOTE THAT THE INFORMATION ABOUT THE TEACHING AND ASSESSMENT METHOD(S) USED IN THIS COURSE IS WITH RESERVATION. THE INFORMATION PROVIDED HERE IS BASED ON THE COURSE SETUP PRIOR TO THE CORONAVIRUS CRISIS. AS A CONSEQUENCE OF THE CRISIS, COURSE COORDINATORS MAY BE FORCED TO CHANGE THE TEACHING AND ASSESSMENT METHODS USED. THE MOST UP-TO-DATE INFORMATION ABOUT THE TEACHING/ASSESSMENT METHOD(S) WILL BE AVAILABLE IN THE COURSE SYLLABUS. 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.
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Literature |
Research articles.
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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.
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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 |
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