Actuarial Risk Management

Subject:

Actuarial Science (ACTSC)

Catalog number:

633

Unit weight:

0.50

Meet type:

LEC,TUT

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