Insurance Mathematics 2400-PLSM163A
The goal of the seminar is to prepare students to write Master thesis related to insurance mathematics and the application of actuarial methods in life and non-life insurance. The seminar covers theoretical and practical examples of the application of actuarial sciences.
Type of course
Course coordinators
Learning outcomes
Knowledge:
Student possess knowledge of elected topics related to insurance mathematics and actuarial sciences.
Skills:
Student is able to apply selected actuarial techniques to solve insurance related problems
Competences:
Student is able to conduct a research and present the outcomes
Assessment criteria
First semester: based on initial plan of the Master thesis.
Subsequent semesters: based on the progress in the preparation of the Master thesis.
Bibliography
1. Dickson D. C. M., Hardy M. R., Waters H. R., Actuarial Mathematics for Life Contingent Risks, 3rd ed., Cambridge University Press, 2020
2. Otto W., Ubezpieczenia majątkowe, WNT Warszawa 2004, 2008
3. Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II)
https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A02009L0138-20210630
4. Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II)
https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A02015R0035-20210415
5. International Financial Reporting Standard 17 “Insurance contracts”
https://eur-lex.europa.eu/legal-content/EN/TXT/PDF/?uri=CELEX:32021R2036
6. Scientific articles related to insurance mathematics and application of actuarial methods
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: