MATH – 193b.      Actuarial Mathematics

Summer, 2023

 MWF, 10:00-11:50am

NEWS      HOMEWORK     HANDOUTS

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. Ch. 8. 1-2, 3.1

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.)