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Quantitative Methods for Actuaries

  • Enseignant(s): S.Engelke
  • Titre en français: Méthodes quantitatives pour Actuaires
  • Cours donné en: anglais
  • Crédits ECTS: 6 crédits
  • Horaire: Semestre d'automne 2013-2014, 4.0h. de cours + 1.0h. d'exercices (moyenne hebdomadaire)
  •  séances
  • site web du cours site web du cours
  • Formation concernée: Maîtrise universitaire ès Sciences en sciences actuarielles

Objectifs

This course aims at refreshing mathematical notions and techniques and developing complements which will be useful for applications in the fields of actuarial science and finance. The goal is to provide a common base of general techniques of differential and integral calculus and of linear algebra used in the other courses. Many examples drawn for actuarial science will illustrate the necessity for future actuaries to master these skills.

Contenus

Differential and Integral Calculus

  • Real Numbers, Sets, Sequences, Infinite Series
  • Functions, Differentiation and Integration
  • Partial Derivatives, Repeated Integrals
  • Complex Numbers, Laplace/Fourier Transforms

Linear algebra

  • Linear Equation Systems
  • Vector Spaces
  • Eigenvalues and Eigenvectors
  • Decompositions of Matrices

Références

Rudin, W. Real and complex analysis, McGraw-Hill, 3rd edition, 1987.

Riley, K.F., Hobson, M.P., Bence, S.J., Mathematical methods for physics and engineering, Cambridge University Press, 3rd edition, 2006.

Evaluation


 

1ère tentative


 
Examen:
Ecrit 3h00 heures
Documentation:
Autorisée avec restrictions
Calculatrice:
Non autorisée
Evaluation:

Participation during the Semester Exams: Midterm (2 hours) and Final Exam (3 hours), both written, restricted documentation. Grades: 10% Participation during the Semester, 30% Midterm, 60% Final Exam


 

Rattrapage


 
Examen:
Ecrit 3h00 heures
Documentation:
Autorisée avec restrictions
Calculatrice:
Non autorisée
Evaluation:

Participation during the Semester Exams: Midterm (2 hours) and Final Exam (3 hours), both written, restricted documentation. Grades: 10% Participation during the Semester, 30% Midterm, 60% Retake Exam



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