Actuarial Risk Management

Subject: 
Actuarial Science (ACTSC)
Catalog number: 
633
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
Actuarial Science Masters StudentsDepartment Consent Required
Description: 
This course considers actuarial risk management in the context of practical applications in life and non-life insurance, and in pensions. Topics covered include the role of the actuary; methods for pricing and reserving in life and non-life insurance; regulatory capital; risk transfer through reinsurance or securitization; product development; model risk and governance; pension risk management; embedded options in life insurance.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
013401