Educational guide
IDENTIFYING DATA 2011_12
Subject MODELOS DE MATEMATICA ACTUARIAL Code 00506010
Study programme
LICENCIADO CC. ACTUARIALES Y FINANCIERAS
Descriptors Credit. Type Year Period
12 Troncal First Annual
Language
Castellano
Prerequisites
Department MATEMATICAS
Coordinador
GÓMEZ PÉREZ , JAVIER
E-mail jgomp@unileon.es
mcrods@unileon.es
Lecturers
GÓMEZ PÉREZ , JAVIER
RODRÍGUEZ SÁNCHEZ , MARIA CRISTINA
Web http://
General description

The main objective of this course is to provide to the student a sufficiently wide and reasonably deep knowledge of the mathematics-related side of insurance, as well in the life insurance dimension as in that of the non life insurance. For, we are going to study the contents related with both cases, keeping in mind those aspects that interest to the insured, as well as those which concern to the insurance company.
Tribunales de Revisión
Tribunal titular
Cargo Departamento Profesor
Tribunal suplente
Cargo Departamento Profesor

Objetivos

The main objective of this course is to provide to the student a sufficiently wide and reasonably deep knowledge of the mathematics-related side of insurance, as well in the life insurance dimension as in that of the non life insurance. For, we are going to study the contents related with both cases, keeping in mind those aspects that interest to the insured, as well as those which concern to the insurance company.

Methodologies

Contents
Topic Sub-topic

Personalized attention

Assessment
  Description Qualification
 
Other comments and second call

Basic N. L. Bowers, H. Gerber, J. C. Hickman, D. A. Jones, y C. J. Nesbitt, Actuarial Mathematics, The Society of Actuaries, Schaumburg, Illinois, 1997
H. Gerber, Life Insurance Mathematics, Springer, Berlín, 1997
J. Vegas Asensio y U. Nieto de Alba, Matemática Actuarial, Mapfre, Madrid, 1993
J. A. Gil Fana, A. Heras Martinez, y J. L. Vilar Zanon, Matemática de los Seguros de Vida, Mapfre, Madrid, 1999
R. Moreno, O Gómez y E. Trigo, Matemáticas de los seguros de vida, Pirámide, Madrid, 2005
H. Bühlmann, Mathematical Methods in Risk Theory, Springer, Berlín, 1996
T. Mikosch, Non-Life Insurance Mathematics, Springer, Berlín, 2004
E. Straub, Non-Life Insurance Mathematics, Springer, Berlín, 1997
S. Asmussen, Ruin Probability, World Scientific , Singapore, 20
Complementary V. I. Rotar, Actuarial Models: The Mathematics of Insurance, Champman & Hall/CRC, Boca Raton, FL, 2007
D. C. M. Dickson, M. R. Hardy and H. R. Waters, Actuarial Mathematics for life contingent Risks, International Series on Actuarial Sciences, Cambridge University Press, Cambridge, 2009
H. Gerber, An Introduction to Mathematical Risk Theory, Huebner Foundation Monographs 8, R.D. Irwin, Homewoods Illinois, 1979
E. Levi, Curso de Matemática Financiera y Actuarial, vol. II., Bosch, 1973
H. H. Panjer y G. E. Willmot, Insurance Risk Models, The Society of Actuaries, Schaumburg , Illinois, 1992
G. E. Willmot y X. S. Lin, Lundberg Approximations for Compound Distributions with Insurance Applications, Lecture Notes in Statistics, Springer, Berlín, 2001
M. M. Claramunt y R. M. Mayoral, Matemática Actuarial Vida. Supuestos, Textos Docentes 116, Edicions Universitat de Barcelona, Barcelona, 1998
P. Embrechts, C. Klüppelberg y T. Mikosch, Modelling Extremal Events for Insurance and Finance, Springer, Berlin, 1997