Training
Life insurance and non life insurance using R:
Life insurance
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
Loss Reserving;
Generalized linear models;
Dinamic models: Introduction to time series.
Pensions funds:
Pension Benefits.
Actuarial valuations.
Cost Methods.
Experience Gains and Losses.
Asset Liability Matching.
Actuarial valuations.
Cost Methods.
Experience Gains and Losses.
Asset Liability Matching.
Valuation of Implicit Options in Life insurance contracts:
Introduction to financial market Options.
Implicit Options in life insurance.
Models for options valuation.
Case study.
Implicit Options in life insurance.
Models for options valuation.
Case study.
Loss Reserving:
Notation, terminology, data.
Dealing with inflation.
Traditional models.
Stochastic reserving.
Dealing with inflation.
Traditional models.
Stochastic reserving.
Bonus-Malus Systems:
Definition, Claim frequency.
Transition probability matrices.
Efficiency measures of Bonus-Malus Systems.
Evaluation of Bonus-Malus Systems.
Optimal Bonus-Malus Systems..
Closed models.
Open models.
Transition probability matrices.
Efficiency measures of Bonus-Malus Systems.
Evaluation of Bonus-Malus Systems.
Optimal Bonus-Malus Systems..
Closed models.
Open models.
LIFE NON/LIFE INSURANCE
PENSION FUNDS
REINSURANCE
FINANCE