Actuarial calculations

Тип: Нормативний

Кафедра: department of digital economics and business analytics

Навчальний план

СеместрКредитиЗвітність
113Залік

Лекції

СеместрК-сть годинЛекторГрупа(и)
118доцент Zadorozhna A. V.УФЕМ-61с

Лабораторні

СеместрК-сть годинГрупаВикладач(і)
1116УФЕМ-51сдоцент Zadorozhna A. V.

Опис курсу

The subject of the discipline “Actuarial calculations” is to study economic and mathematical calculations of insurance premiums, stocks and reserves, the dynamics of the financial condition of insurance companies.

The purpose of studying the discipline “Actuarial calculations” is the formation of fundamental knowledge about the essence, construction and analysis of mathematical models and methods governing the relationship between insurers and policyholders.

The main tasks of the discipline “Actuarial calculations” – to study of general principles and tools for building models of risk theory in insurance to calculate financial and economic indicators in the insurance business.

Requirements for knowledge and skills

a) to know

  • basic mathematical and statistical laws that determine the financial relationship between insurance companies and policyholders; principles of ensuring the stability of operations on risky types and personal insurance;
  • basics of actuarial calculations, which is the basis of financial support for the fulfillment of insurance obligations of the insurer;
  • methods of calculating net and gross premiums under general and long-term insurance contracts, methods of forming and managing insurance reserves taking into account the financial reliability of the insurer;
  • basic mathematical and statistical laws that determine the financial relationship between insurance companies and policyholders;
  • principles of ensuring the stability of operations on risky types and personal insurance;
  • theory and practice of construction of tariff rates and formation of the reserve of contributions;

b) be able to

  • apply the basic parameters and methods of the apparatus of actuarial calculations in determining insurance premiums under general and long-term insurance contracts;
  • organize and carry out the collection, monitoring and analysis of initial statistical data necessary for the calculation of insurance rates, premiums, annuities and other actuarial values;
  • calculate and adjust the values ​​of mathematical and technical reserves of the insurer in accordance with the change in the degree of risk;
  • use quantitative methods in economics and model economic processes;
  • determine the optimal insurance contract.

Рекомендована література

  1. Vitlinsky V. V., Vercheno P. I. Analysis , modeling and management economic risk​ K. : 2000.
  2. Vitlinskyi V., Nakonechny WITH. I. Risk in management . / V.V. Vitlinskyi , C. ​I. Nakonechnyi. – K. : Ltd ” Borysfen-M”, 1996. – 336 with.
  3. Vitlinskyi  V., Nakonechny WITH. I., Sharapov O. D. Economic risk and methods its measurement . K. : IZMN, 1996.
  4. Govorushko T. A. Strakhovi services : textbook . K.​ : Learning center of literature , 2017. 376 p.
  5. Kozmenko O. Actuaries calculations : teach​ manual​​ Sumy : University book, 2014. 224 p.
  6. Kopych I.M., Sorokivskyi V.M., Cherkasova S.V., Sorokivska M.V. Actuaries calculations : textbook . Lviv : New World , 214 p.
  7. Kuzmenko O. V., Boyko A. O., Koibichuk V. V., Bozhenko V. V. Actuaries calculations : lecture notes . Amounts : Sumy state University , 2019. 225p.
  8. Laptev M., Hrushko IN. I., Denisenko M. P., Kabanov IN. G., Kovtun AND. O., Lyubun AT. S. Basics actuaries calculations : Educational and methodical guide . K.: Alerta – Kyiv , 2004.
  9. Pidkuiko S. I. Actuarial mathematics: short-term models individual and collective risk . Lviv , 2000.
  10. Plysa V.Y. Insurance : n textbook . Cues in : Caravel , 2019. 512p.
  11. Shumelda Ya. Fundamentals of actuarial calculations: teaching . help ​Ternopil: Textbooks and manuals, 2013. 160p.
  12. Yastremsky O. Basics theories economic risk​ K. : ” Artek”, 1997. – 248 p.

Матеріали

Навчальна програма

Завантажити навчальну програму

Силабус:

Завантажити силабус