Wima-Praktikum (Aktuarwissenschaften) / Practical Actuarial Science

Assistant

Stefan Schelling

Amount

2/0 SWS (4 ECTS, 1 of them soft-skills)

Time and place

Dates and Venue:

Lectures:

  • 24.04, 14:00 (s.t.) - 18:00, He22, 2.22
  • 29.05, 14:00 (s.t.) - 18:00, He 18, 1.20
  • 03.07, 14:00 (s.t.) - 18:00, He22, 2.22
  • 24.07, 14:15 - 18:xx, He22, 2.22 (presentations)
  • an additional date at the end of April/at the beginning of May (basics in VBA and preliminary discussion of study cases 1 and 2)

Further Information

This course will be held in English.

Registration

The registration is due February 14th 2019 via e-Mail to hans-joachim.zwiesler(at)uni-ulm.de  

The registration must contain:

  • last name
  • first name
  • study program
  • number of semesters
  • actuarial courses and seminars taken (including Winter term 2018/19)
  • transcript.

Topics

The Practical Actuarial Science course covers the design and pricing of innovative life insurance products. In particular, the link of such products to investment indices and capital markets is considered. The course includes the simulation of such products.

Organization

The Practical Actuarial Science course consists of lectures and case-studies. Students will work in small groups and have to present their findings in front of the other participants.

Target Group

This course can be taken by students in our Master of Finance program and Master in Mathematics and Management with specialization in Actuarial Science.

Prerequisites

Life-, Health- and Pension-Mathematics.

Basic coding skills are desirable. We will use MS Excel and VBA. For an introduction to VBA, see the following page: VBA.