- Docente: Dario Spelta
- Credits: 8
- SSD: SECS-S/06
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Financial Markets and Institutions (cod. 0901)
Learning outcomes
At the end of the course the student will be able to manage mathematical tools to create a life insurance contract. The student will be able to calculate the premiums and the values of the policies.
Course contents
Mathematical models for the future lifetime. Life annuities. Life insurances. Net premiums. Net premium reserves. Expense loadings.
Readings/Bibliography
Written exam: VAROLI G., Esercitazioni di matematica finanziaria.
Teoria delle assicurazioni, Pitagora editrice, Bologna.
Oral exam: SPELTA D., Teoria matematica delle assicurazioni sulla
vita, Pitagora editrice, Bologna (capitoli 1, 2, 3, 4, 6, 7, 8.1, 8.2, 9.1, 9.2, 9.3).
Teaching methods
Lectures ex-cathedra.
Assessment methods
Written and oral exam.
Teaching tools
Blackboard and white chalk.
Office hours
See the website of Dario Spelta