101年第1學期-4760 精算數學 課程資訊

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評分方式

評分項目 配分比例 說明
Midterm exam 40
Final exam 40
Presentation 20

選課分析

本課程名額為 70人,已有11 人選讀,尚餘名額59人。

授課教師

楊尚穎

教育目標

The main topics are the development of probability distributions for the future lifetime random variable, probabilistic methods for financial payments depending on death or survival, and mathematical models of actuarial reserving. The course is designed to provide postgraduate students the fundamentals of actuarial mathematics as follows. 1. Define present-value-of-benefit random variables defined on survival-time random variables and calculate the expected values, variances and probabilities. 2. Calculate premiums for life insurances and annuities. 3. Calculate liabilities, analyzing the present-value-of-future-loss random variables.

課程資訊

參考書目

Dickson et al. (2009), Actuarial mathematics for life contingent risks, Cambridge, U.K. ; New York : Cambridge University Press.