IAM584 ADVANCED ACTUARIAL MATHEMATICS
| Course Code: |
9700584 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Institute Of Applied Mathematics |
| Language of Instruction: |
English |
| Level of Study: |
Graduate |
| Course Coordinator: |
|
| Offered Semester: |
Fall or Spring Semesters. |
Course Content
Individual and collective risk. Loss distributions. Insurance schemes. Premium principles. Insurance models including expenses. Special annuities and insurance. Advanced multiple life theory. Population theory. Interest as a random variable. Credibility theory. IBNA techniques. Modeling of risk and insurance processes. Unit linked insurance. Dependent risks and actuarial analysis.
