2025/2026

Актуарные расчеты-1

Статус: Маго-лего

Кто читает: Департамент статистики и анализа данных

Когда читается: 1, 2 модуль

Охват аудитории: для всех кампусов НИУ ВШЭ

Преподаватели: Морено Франко Гарольд Андрес

Язык: русский

Программа дисциплины

Аннотация

This study delves into the essential principles of actuarial calculus, providing a comprehensive framework for understanding cash-flow modeling and the valuation of financial instruments in the context of life insurance. Key topics include the mathematical foundations of interest accumulation, the evaluation of annuities and fixed-interest securities, and the application of stochastic models to represent random cash-flows. The course emphasizes the critical assessment of premiums, reserves, and risks, enabling participants to apply mathematical techniques in real-world scenarios. Furthermore, it introduces complex life insurance constructs, such as joint-life and last-survivor models, facilitating a holistic approach to risk management and product evaluation in today's dynamic financial environment.