Survival Models and Life Contingencies (MASV)

Área

AC Matemática > UC Mestrados

Activa nos planos curriculares

Actuarial Science > Actuarial Science > 2º Ciclo > Unidades Curriculares Obrigatórias > Survival Models and Life Contingencies

Ciências Actuariais > Ciências Actuariais > 2º Ciclo > Unidades Curriculares Obrigatórias > Survival Models and Life Contingencies

8ª Edição > 8ª Edição > 2º Ciclo > Unidades Curriculares Obrigatórias > Survival Models and Life Contingencies

9ª Edição > 9ª Edição > 2º Ciclo > Unidades Curriculares Obrigatórias > Survival Models and Life Contingencies

Nível

2º Ciclo (M)

Tipo

Não Estruturante

Regime

Semestral

Carga Horária

Aula Teórica (T): 0.0 h/semana

Aula TeoricoPrática (TP): 4.0 h/semana

Trabalho Autónomo: 172.0 h/semestre

Créditos ECTS: 8.0

Objectivos

The aim of this subject is to provide students with the skills necessary to apply and develop actuarial mathematics concepts and techniques, in the area of life contingent risks. In a particular way, those skills must be used to model and evaluate cash-flows dependent on death, survival, disability and other risks present in life insurance and pensions.

Programa

- Life Insurance Products
- Mortality and Life Tables
- The Evaluation of Assurances and Annuities
- Premiums and Reserves Calculation
- Multi-state Policies
- Discounted Emerging Cost Techniques
- Single Figure Indices to Summarise and Compare Mortality Levels

Metodologia de avaliação

The sessions of theoretical and practical content will consist of oral presentations accompanied by the projection of slides containing the main formulae and results, which will be explained, demonstrated and exemplified using suitable techniques. A significant part of the sessions will be devoted to drafting exercises and practical applications.
The final grade, on a 0-20 scale, is awarded on the basis written exam (70%) and a computer solved exam (30%).

Bibliografia

Principal