Modeling and Estimation for Health and Disability Insurance
Elements of marked point process theory; parametric modeling and inference for multi-state claims reserving models; implementation of estimation procedures in R; practical issues related to valuation and pricing of health and disability insurance.
MSc Programme in Mathematics-Economics
MSc Programme in Actuarial Mathematics
- Insight into selected aspects of marked point process theory.
- Insight into the role and limitations of the classic multi-state framework for life insurance.
- In-depth understanding of theory regarding claims reserving in multi-state models with a focus on health and disability insurance schemes.
- In-depth understanding of statistical methods for intensity estimation in the presence of delays and contamination.
Skills: Ability to
- Compute claims reserves for health and disability insurance schemes.
- Estimate parameters of multi-state claims reserving models via for example likelihood methods.
- Implement the necessary computations in R.
Competences: Ability to
- Select and interpret appropriate claims reserving models for health and disability insurance schemes.
- Read and reflect on actuarial research papers.
4 hours of lectures and 2 hours of practical/exercise classes each week for 7 weeks.
Stochastic Processes in Life Insurance and Regression.
Academic qualifications equivalent to a BSc degree is recommended.
- 7,5 ECTS
- Type of assessment
Written assignment, 27 hours
- All aids allowed
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
One internal examiner.
Criteria for exam assessment
The student should convincingly and accurately demonstrate the knowledge, skills and competences described under Intended learning outcome.
Single subject courses (day)
- Exam Preparation
- Course number
- 7,5 ECTS
- Programme level
- Full Degree Master
- Block 3
- No limit.
The number of seats may be reduced in the late registration period.
- Study Board of Mathematics and Computer Science
- Department of Mathematical Sciences
- Faculty of Science
- Oliver Lunding Sandqvist (6-78666935343242636e776f706b306d7730666d)
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