103年第2學期-6007 精算數學 課程資訊

評分方式

評分項目 配分比例 說明
Midterm exam 30
Final exam 30
Presentation 20
Homework 20

選課分析

本課程名額為 70人,已有19 人選讀,尚餘名額51人。
本課程可網路登記,目前已登記人數為 1 人,選上機率為99.9%




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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.

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