Actuarial Topics (TOA-CA)
Área
AC Matemática > UC Mestrados
Activa nos planos curriculares
Actuarial Science > Actuarial Science > 2º Ciclo > Unidades Curriculares Optativas > Optativa 1 > Actuarial Topics
Nível
2º Ciclo (M)
Tipo
Não Estruturante
Regime
Semestral
Carga Horária
Aula Teórica (T): 0.0 h/semana
Aula TeoricoPrática (TP): 3.0 h/semana
Trabalho Autónomo: 129.0 h/semestre
Créditos ECTS: 6.0
Objectivos
The aim of this unit is to provide an understanding in survival models and their applications.
Programa
- Estimating lifetime distributions ? The Kaplan-Meier, Nelson-Aalen and Cox estimates.
- Maximum likelihood estimators for transition intensities in models of transfers between states.
- Transition intensities based on age.
- Testing crude estimate for consistency based on different methods. The graduation process.
- Mortality projection. Forecasting future mortality rates. Regression models.
Metodologia de avaliação
The assessment is based on an examination 70% and computer project in R 30%.
Bibliografia
Principal
Actuarial Mathematics,
Bowers, Newton, Hans Gerber, James Hickman, Donald Jones e Cecil Nesbit
1997
The Society of Actuaries, Illinois, 2nd edition.
Actuarial Mathematics for Life Contingent Risks,
Dickson, D., Hardy, M., and Waters, H.
2009
Cambridge University Press.
Loss Models from Data to Decision
Klugman, S.A. ;Panjer H.H.; Willmott, G.E.
.
Third Edition, Wiley
Life Insurance Mathematics
Wolthuis, H.
1994
Caire Education Series 2, Brussels
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null
null
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An actuarial survey of statistical models for decrement and transition data
A.S. Macdonald
1996
British Actuarial Journal 2
Secundária
Não existem referências bibliográficas secundárias.