Academic Year 2020/2021
- Docente: Dario Spelta
- Credits: 12
- 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 an 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. Technical gain. Multiple life insurance. Non life insurance mathematics. Health insurance. Individual risk models.
Readings/Bibliography
Written exam
VAROLI G., Esercitazioni di matematica finanziaria. Teoria delle assicurazioni, Pitagora editrice, Bologna, 1991.
Oral exam
SPELTA D., Matematica attuariale del ramo vita, Esculapio, Bologna, 2019.
PITACCO E., Introduzione alla matematica attuariale (Chapters 3 and 10), Lint, Trieste, 1994.
Teaching methods
Lectures ex-cathedra.
Assessment methods
The exam is divided in two parts.
The first one is a written test on life insurance mathematics. The candidate has to show that he has learnt how to calculate premiums and values.
The second one is an interview. The candidate has to answer three questions on topics taught during the course.
Teaching tools
Blackboard and white chalk.
Links to further information
https://www.unibo.it/sitoweb/dario.spelta
Office hours
See the website of Dario Spelta