Магистратура 2025/2026

Актуарные расчеты-2

Статус: Курс по выбору (Статистический анализ в экономике)

Кто читает: Департамент статистики и анализа данных

Когда читается: 1-й курс, 3 модуль

Охват аудитории: для всех кампусов НИУ ВШЭ

Преподаватели: Морено Франко Гарольд Андрес

Язык: английский

Контактные часы: 28

Course Syllabus

Abstract

In this second part of Actuarial Calculus, I will give an introduction to Risk Theory offers a comprehensive exploration of the mathematical and statistical foundations of risk analysis in insurance. The course covers essential topics such as compound risk models, the computation of claim distributions, premium calculation principles, and risk measures. It delves into utility theory, examining the Expected Utility Hypothesis and its implications for optimal insurance strategies and risk sharing. Additionally, the curriculum introduces the Cramér–Lundberg model, focusing on ruin probabilities, differential equations, reinsurance, and the concept of Time to Ruin. Overall, this course equips students with theoretical concepts and quantitative methods necessary for effective risk management, enabling them to evaluate insurance products and make informed decisions in real-world contexts.