Type of Credit: Required
Credit(s)
Number of Students
本課程介紹產險數學/隨機過程，產險產品，再保策略。因應國際針對保險負債的財報新準則 IFRS17, 本課程也將相關知識納入涵蓋範圍（邀請相關產業的業師）。
能力項目說明
This course introduces the basics of non-life insurance mathematics and general risk theory . This course use MATLAB as computing tool for developing related stochastic models.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
2/15 課程簡介
2/22 Basic Probability/Common distributions /Moment Generating functions, Laplace transform/ MATLAB I
3/1 Basic Probability/Common distributions /Moment Generating functions, Laplace transform/ MATLAB II
3/8 Basic Probability/Common distributions /Moment Generating functions, Laplace transform/ MATLAB III
3/15 The expected utility model/reinsurance
3/22 Risk Theory: The individual risk model (Presentation 1)
3/29 Risk Theory: Collective risk models (Presentation 2)
4/5 Holiday
4/12 Risk Theory: Credibility Theory (Presentation 3)
4/19 Matlab
4/26 Risk Theory: IBNR (Presentation 4) and exam discussion
5/3 Risk Theory: IBNR (Presentation 4)
5/10 IBNR (Bruno)/ Presentation 5 (AI-ESG)
5/17 SAS IFRS 17 子帳系統
5/24 IFRS17- 陳威志/林旺生 會計師
5/31 EXAM
6/7 精算系統 Prophet: GI
6/14 Chat-GPT (臺大)
Midterm: 50%
Presentation: 50%
1. Rob Kaas et al. (2009). Modern Actuarial Risk Theory.
2. Ming-hua Hsieh (2009). Statistics, Sin-lu Publishing. (Chapter 5, 6, 7, 8)