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  • Life ContingenciesACTL90005

    Offered:Semester 2Year:2018

    This subject applies previous studies in the areas of financial mathematics, survival modelling, stochastic processes and graduation to life insurance and superannuation products. Specifically, the subject considers pricing and reserving for life insurance policies issued to single lives or to co...

  • Mathematics of Finance IIIACTL90003

    Offered:Semester 1Year:2018

    The binomial model; risk-neutral pricing of derivative securities; introduction to Ito's formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications.

  • Actuarial Practice and Control IIIACTL40009

    Offered:Semester 2Year:2018

    This subject covers analysis of investment portfolios and asset classes from the perspective of an appointed actuary, with a view to identifying assets that suit the requirements of a variety of general insurance, life insurance, superannuation and other defined benefit liabilities.

  • Actuarial Practice and Control IIIACTL90009

    Offered:Semester 1, Semester 2Year:2018

    Analysis of investment portfolios and asset classes from the perspective of an appointed actuary, with a view to identifying assets that suit the requirements of a variety of general insurance, life insurance, superannuation and other defined benefit liabilities.    

  • Actuarial Studies Projects Part 1ACTL40010

    Offered:Semester 1Year:2018

    Students will be required to submit three assignments of between 3,000 and 3,500 words each, on dates specified at the start of the academic year. The word count includes bibliography, footnotes, appendices and the number of words which would take up space used for tables, formulae and charts.

  • Life Insurance Models IACTL90006

    Offered:Semester 1Year:2018

    Topics include survival models concepts; estimation procedures for lifetime distributions; multiple state models; multiple decrements; binomial model of mortality; actuarial applications of Markov processes; exact and census methods for estimating transition intensities based on age.

  • Life Insurance Models 2ACTL90007

    Offered:Semester 2Year:2018

    This subject provides the groundwork for the capstone subject Life Contingencies. It provides students with a framework for actuarial modelling, and introduces the key ideas of stochastic processes as they apply in actuarial science. The subject also expands students’ existing knowledge of mortal...

  • Actuarial Science Research Report Part 1ACTL90016

    Offered:Semester 1, Semester 2Year:2018

    A research essay not exceeding 10,000 words on a topic approved by the Head of Department. The word count includes bibliography, footnotes, appendices and the number of words which would take up space used for tables, formulae and charts.

  • ContingenciesACTL30003

    Offered:Semester 2Year:2018

    Topics include traditional life insurance products; present values of annuities and assurances for single lives; net and gross premiums and policy values; select mortality; joint life theory; cashflow models; competing risks; discounted emerging costs; multiple decrements; guarantees and options;...

  • Actuarial Practice and Control IACTL40006

    Offered:Semester 1Year:2018

    Topics include insurance markets and products; underwriting and risk assessment; policy design; actuarial modelling; actuarial assumptions and feedback; reserving methods.

  • Research ProjectECOM90021

    Offered:Semester 2Year:2018

    This subject provides students with the experience of carrying out research independently on specific topics. The student is required to conduct and present the results of an independent piece of applied econometrics research both orally and as an extended essay.

  • Basic EconometricsECOM90001

    Offered:Semester 1Year:2018

    This subject examines multiple regression analysis and its use in economics, management, finance, accounting and marketing. Topics will include the properties of estimators, hypothesis testing, specification error, multicollinearity, dummy variables, heteroskedasticity, serial correlation. Empiri...

  • Advanced Financial Mathematics IACTL40004

    Offered:Semester 1Year:2018

    The binomial model; risk-neutral pricing of derivative securities; Brownian motion; introduction to Itô΄s formula and SDEs; stochastic asset models; Black-Scholes model; arbitrage and hedging; interest-rate models; actuarial applications (e.g. maturity guarantees, SPDAs) and simple models for cre...

  • Statistical Techniques in InsuranceACTL90008

    Offered:Semester 2Year:2018

    Topics include experience rating; claim run-off triangles; generalised linear models; time series and their applications; simulation.

  • Mathematics of Finance IIACTL90002

    Offered:Semester 2Year:2018

    Topics include: measures of investment risk, portfolio theory, models of asset returns, asset liability modelling, equilibrium models, the efficient markets hypothesis, stochastic models of security prices, and Brownian Motion and its application.

  • Financial Mathematics IIIACTL30006

    Offered:Semester 1Year:2018

    This subject introduces actuarial students to stochastic asset liability modelling. It aims to expand the student's knowledge of basic actuarial principles in the fields of investments and asset management. Topics include: utility theory, stochastic dominance, measures of investment risk, portfol...

  • Actuarial Science Research Report Part 2ACTL90017

    Offered:Semester 1, Semester 2Year:2018

    Refer to ACTL90016 Actuarial Science Research Report Part 1 for details

  • Actuarial Modelling IACTL30001

    Offered:Semester 1Year:2018

    Topics include survival models concepts; estimation procedures for lifetime distributions; multiple state models; binomial model of mortality; actuarial applications of Markov processes.

  • Actuarial StatisticsACTL30004

    Offered:Semester 2Year:2018

    Topics include experience rating; claim run-off triangles; generalised linear models; time series and their applications; simulation; decision theory.

  • Actuarial Modelling IIACTL30002

    Offered:Semester 1Year:2018

    Topics include exact and census methods for estimating transition intensities based on age; goodness of fit and smoothness of graduated estimates versus crude estimates; actuarial modelling; general principles of stochastic processes; Markov chains in actuarial work.