Introduction to Research in Actuarial Science

Type

4 ECTS
2/0 SWS

Dates

Thursday: 10:15-11:45, Helmholtzstraße 18 - E60

Further Information

The lecture will be held in English.

Course Material

All documents for the lecture can be found in Moodle. So please register for the lecture in Moodle.

Topics

The contents of this course may change from year to year, depending on recent developments. Here are some basic topics:

  • Basics in actuarial mathematics  
  • Black-Scholes-Merton model
  • Unit-linked insurance products
  • Innovative retirement products
  • Valuation and hedging
  • Optimal asset allocation

Audience

The lecture is designed for Master students of Wirtschaftswissenschaften, Wirtschaftsmathematik, Finance and other economically orientated study programs.

Exam

The exam will be performed in written or oral form. The grade is based solely on the written or oral exam.

Literature

Runhuan Feng: An Introduction to Computational Risk Management of Equity-Linked Insurance, Chapman and Hall/CRC Financial Mathematics Series, 1. Edition.