109年第2學期-6017 精算數學 課程資訊

評分方式

評分項目	配分比例	說明
Midterm exam	35
Final exam	35
Homework	20
Attendance and participation	10

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.

基本資料

選修課，學分數：0-3
上課時間：四/2,3,4[M332]
修課班級：財金系3,4,碩1,2
修課年級：年級以上
選課備註：30人

參考書目

Dickson et al. (2013) 2nd, Actuarial mathematics for life contingent risks, Cambridge, U.K.; New
York: Cambridge University Press.