- Department: The York Management School
- Module co-ordinator: Dr. Alexandra Da Costa Dias
- Credit value: 10 credits
- Credit level: H
- Academic year of delivery: 2021-22
- See module specification for other years: 2022-23
The module aims to provide a grounding in modern actuarial models, theory and methods of life contingencies.
The module provides further opportunities for students to improve their analytical skills through rigorous mathematical reasoning.
Institute and Faculty of Actuaries. Part of Subject CM1: Actuarial Mathematics
Occurrence | Teaching period |
---|---|
A | Spring Term 2021-22 |
The module aims to provide a grounding in modern actuarial models, theory and methods of life contingencies.
The module provides further opportunities for students to improve their analytical skills through rigorous mathematical reasoning.
After successful completion the student is able to:
Subject content
Academic and graduate skills
Multiple decrement and multiple life models; project expected future casflows for various products.
Task | Length | % of module mark |
---|---|---|
Essay/coursework Contingencies II Case Study |
N/A | 20 |
Online Exam -less than 24hrs (Centrally scheduled) Contingencies 2 |
1 hours | 80 |
None
Task | Length | % of module mark |
---|---|---|
Closed/in-person Exam (Centrally scheduled) Contingencies II Closed exam |
1.5 hours | 100 |
Students will receive feedback within one week of the hand-in problem sets. The feedback will be handed to students personally and takes the form of comments and suggestions for improvement written on the handed in work.
Dickson, D.C.M., Hardy, M., and Waters, H.R. (2013). Actuarial mathematics for life contingent risks. 2nd edition. Cambridge, UK : Cambridge University Press