83696 - Crash Course in Actuarial Mathematics

Academic Year 2018/2019

  • Docente: Giovanni Campisi
  • Language: Italian
  • Teaching Mode: Traditional lectures
  • Campus: Rimini
  • Corso: Second cycle degree programme (LM) in Statistical, Financial and Actuarial Sciences (cod. 8877)

Learning outcomes

The course aims to provide students an introduction on Actuarial techniques. To this purpose a review of financial mathematics and probabilistic survival models is provided.

Course contents

Review of financial mathematics: Compound interest rate, convertible m-thly nominal rate, force of interest.
The future lifetime random variable, the force of mortality, Survival models. Actuarial notation, curtate future lifetime. Life tables.

Readings/Bibliography

Pitacco E.: Matematica e Tecnica Attuariale delle assicurazioni sulla durata di vita, Lint, Trieste, 2000.

Promislow S. D.: Fundamentals of Actuarial Mathematics, third edition, Wiley, 2015.

Teaching methods

Lectures.

Assessment methods

At the end of the course an exercise will be carried out to allow students to understand the topics covered.

Teaching tools

None.

Office hours

See the website of Giovanni Campisi