Non-life Insurance Mathematics
Umeå University
Startdatum:
Slutdatum:
Studietakt: 50 %
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Non-life Insurance Mathematics
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Utbildningsfakta
Kod: 5MS087
This course is concerned with reserving and pricing of non-life insurance policies, considering various characteristics of the insured object and the policyholder. We will start by exploring pricing using Generalized Linear Models (GLMs), a method introduced by British actuaries and now widely adopted in the industry. In cases with insufficient data, we will combine GLMs with credibility theory to obtain reliable estimates. Reserving is concerned with estimating payments for incurred but not (enough) reported claims. Here we will study methods such as the chain ladder method. Besides the theoretical knowledge, an important part of the course is to develop the students' ability to apply the methods discussed on real data.
Behörighet
The course requires 90 ECTS including at least 30 ECTS in Mathematics, 15 ECTS in Mathematical Statistics or Statistics and at least 7,5 ECTS in Programing Methodology, or equivalent. Proficiency in English equivalent to the level required for basic eligibility for higher studies. Where the language of instruction is Swedish, applicants must prove proficieny in Swedish to the level required for basic eligibility for higer studies.
Utbildningstillfällen
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Publiceringsversion: 8e217193-f5fa-4778-b085-a4521fd03e8d
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Senast ändrad enligt källan: 2025-12-11T08:05:34