MATH – 193a. Actuarial Mathematics
Summer, 2011
B402A,
MWF, 1:00-2:50.
Instructor: Professor Vladimir Rotar; office: APM-6454, phone: 534 9074, e-mail: vrotar@math.ucsd.edu.
Office hours: MWF, 3:20-4:20. If it is needed, office hours may be extended. Some questions may be answered right after the lectures.
Text:
Actuarial Models: The
Mathematics of Insurance, by V.I.Rotar, Chapman & Hall / CRC, 2006.
Examinations: There will be several quizzes, and a final exam. Homework will be assigned almost each time and posted in 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. Risk Measures. Ch.1. 1.1, 1.2.1-3, 3.1-3, 5.1.
3-6. Individual risk models for a short term. Ch.2. 1.1-3, 2.1-2, 2.2, 3.1.1.
7-11. Collective risk models for a short term. Ch.4. 2.1.1, 3.1-2.
11-15. Collective risk models over an extended period: insurance processes in time. Ruin probability. The first surplus. Ch.5. 2.1-2, 3. Ch.7. 2.1, 2.2, 2.4.1-2.