MATH – 193b. Actuarial Mathematics
Summer, 2023
MWF, 10:00-11:50am
Instructor: Professor Vladimir Rotar; e-mail: vrotar@ucsd.edu.
Office hours: MWF, 4pm – 5pm. If it is needed, office hours may be run longer. However, if nobody comes at 4:00, I may leave.
Text:
Actuarial Models: The
Mathematics of Insurance, by V.I.Rotar, the 2nd edition, Chapman & Hall / CRC,
2014.
Examinations: There will be three quizzes, and a final exam. Homework will be assigned almost each time and posted on this site.
SYLLABUS
The list below is rather one of topics than of lectures: the real experience may dictate a slower or faster pace. A slight change of the order of exposition, and even of the contents, is also possible.
Lectures - Topics - Sections in the text-book .
1-2. Survival distributions and Life Tables. Ch.7. 1.1-6.
3-5. Life insurance.
6-9. Life Annuities. Ch.9. 1-4.
10-13. Premiums. Ch.10. 1.1-2, 1.4.2.
14. Reinsurance. Ch.12. 1.1-2. (If we have enough time.)