The course intends to introduce the main actuarial models for economic-financial assessments related to non-life classes, life insurance and pension funds and how these models can be validated using statistical inference techniques.
1. Luigi Vannucci, Teoria del rischio e assicurazioni contro I danni, Pitagora Editrice
2. Augusto Bellieri dei Belliera, Stefania Buonanno, Ciriaco Serluca, I fondi pensione - Aspetti organizzativi, finanziari ed attuariali, Edizioni Scientifiche Italiane.
3. Luigi Vannucci, Statistica Assicurativa, Pitagora Editrice
Train the users of the course in question to be able to perform the Actuary' profession.
The exams of the first year of statistics and mathematics, considered basic.
Lectures and laboratory tests in the equipped classrooms of the Department of Statistics, Computer Science and Applications "G. Parenti".
Type of Assessment
The learning verification takes place:
- with three laboratory tests during the course concerning the following: Non-Life Insurance, Life Insurance, Pension Funds
- with a final interview/verification with prof. Luigi Vannucci and Augusto Bellieri dei Belliera on the entire program.
Classification of non-life insurance - Models for the calculation of the random number of accidents - Global random compensation - Principles of determining insurance premiums - Experience-based awards - Credibility awards - Stratified insurance - Co-insurance and reinsurance - Reports, treaties, forms reinsurance - Financial statements of insurance companies and technical reserves - Management criteria: probability of insolvency, duration of assets, present value of the economic result - Analysis of some insurance contracts: Auto Civil Liability, on mortgages ...
Review of financial mathematics - Analytical and empirical survival laws - Technical bases of first and second order - Projected tables - On the dynamics of risks for personal insurance - Current value of insurance coverage and premiums: principle of equity - Calculation of premiums for some insurance coverage - Prospects and retrospectives - Premiums and reserves for disability and disability insurance.
Characteristics of the Italian social security system - Management of financial resources - Payable benefits - Balance premiums on the community - Analysis and control from a financial point of view and from an actuarial point of view - Dynamics of financial flows - Equilibrium rate - Transformation coefficient - Actuarial technical balance sheet