Actuarial Techniques
A.Y. 2019/2020
Learning objectives
At the end of the course, the student will possess an adequate mathematical terminology, learned the main quantitative and computational tools to be able to work in the risk management unit of a bank or insurance company.
Expected learning outcomes
At the end of the course, the student will possess an adequate mathematical terminology, learned the main quantitative and computational tools to be able to work in the risk management unit of a bank or insurance company.
Lesson period: Open sessions
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
Single course
This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.
Course syllabus and organization
Single session
Course syllabus
The course is structured in 20 lessons (of 2 hours each) in which will be given space to introductory theoretical elements of Actuarial Technique, highlighting the professional implications, as well as practical applications in the classroom. The course will start with an introduction on the professional role of the actuary and will continue with the presentation of the basic concepts of financial mathematics. Subsequently, the lessons will focus on the core actuarial techniques on life and non-life business. Additionally, an overview of reporting and regulatory framework currently in place in Italy will be provided, namely Local Italian GAAP, IFRS and Solvency II.
Prerequisites for admission
Students are required to have a solid preparation of Calculus of Probability and Statistics previously acquired in the other courses of the MEF.
Teaching methods
The teaching will be articulated through lectures on the theoretical-practical-professional aspects, classroom exercises to consolidate learning as well as exercises to be carried out independently by the students.
Teaching language: Italian
Teaching language: Italian
Teaching Resources
The illustrative slides of the topics covered during the lessons will be made available to students. In-depth bibliographical indications will be provided within the teaching material.
Assessment methods and Criteria
The final exam of Actuarial Techniques will take place in written form and will include multiple choice theoretical questions and numerical exercises.
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES - University credits: 6
Lessons: 40 hours
Professors:
Cuzzucrea Francesco, Troiani Angelo
Shifts:
-
Professors:
Cuzzucrea Francesco, Troiani Angelo