Training

 

formacao

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.
Valuation of Implicit Options in Life insurance contracts:
Introduction to financial market Options.
Implicit Options in life insurance.
Models for options valuation.
Case study.
Loss Reserving: 
Notation, terminology, data.
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.

LIFE NON/LIFE INSURANCE

PENSION FUNDS

REINSURANCE

FINANCE