Mortality experience, models for mortality\longevity risks; Annuities; Premiums; Reserves; Monte Carlo simulation methods, VaR, Tail-VaR
Non life insurance
Collective risk models (frequency and severity);
Credibility and Bonus-malus systems
Generalized linear models;
Dinamic models: Introduction to time series.
Experience Gains and Losses.
Asset Liability Matching.
Implicit Options in life insurance.
Models for options valuation.
Dealing with inflation.
Transition probability matrices.
Efficiency measures of Bonus-Malus Systems.
Evaluation of Bonus-Malus Systems.
Optimal Bonus-Malus Systems..
LIFE NON/LIFE INSURANCE