68836 - Actuarial Mathematics 2

Academic Year 2013/2014

  • Docente: Dario Spelta
  • Credits: 6
  • 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

Pension funds. Non life insurance. Risk theory.

Course contents

Individual and collectiv risk models. Ruin probability. Reinsurance techniques.
Pension funds.
Non life insurance mathematics.

Readings/Bibliography

BOWERS, GERBER, HICKMAN, JONES, NESBIT, Actuarial mathematics.
PITACCO E., Elementi di matematica delle assicurazioni, Lint.
SPELTA D., Teoria matematica delle assicurazioni sulla vita, Pitagora.

Teaching methods

Ex cathedra lectures.

Assessment methods

Oral exam.

Teaching tools

Blackboard and white chalk.

Office hours

See the website of Dario Spelta