This course will provide a theoretical basis for applications of modeling principles in actuarial work. Students will be systematically introduced to the concepts of quantitative methods encountered in classical problems of stochastic asset liability models and financial mathematics, so that they can transfer the theoretical basis to actuarial practice. The course starts with interest and behavioral finance theory, then introduces the theories of asset and liability models, and the application of common asset and liability valuation methods in actuarial work.
学分: 2