《壽險(xiǎn)精算Ⅱ雙語》課程實(shí)施方案

1、壽險(xiǎn)精算雙語課程實(shí)施方案一、課程基本信息課程名稱：壽險(xiǎn)精算（雙語）課程代碼：INS806 學(xué) 分：4學(xué) 時(shí)：4學(xué)時(shí)/課，共64學(xué)時(shí)。授課48學(xué)時(shí)，實(shí)踐16學(xué)時(shí)。二、任課教師、助教、教室等情況（五）上課時(shí)間：周三下午5-7節(jié)（六）紀(jì) 律：1、無特殊情況，不允許無故缺課。2、每次作業(yè)須在規(guī)定時(shí)間內(nèi)提交。三、閱讀材料（一）推薦教材：Course Notes published by the Actuarial Education Company.（二）參考教材NL Bowers, HU Gerber, JC Hickman et al. Actuarial mathematics. 2nd edit

2、ion. Society of Actuaries, 1997.Zhi Zhuo. Life Insurance. 2nd edition. Southwestern University of Finance and Economics. WF Scott. Life assurance mathematics, Heriot-Watt University, 1999. （三）進(jìn)一步閱讀教材1 Neill, A. Heinemann Life contingencies, 1977. 2 HU Gerber. Life insurance mathematics. 3rd ed. Spri

3、nger; Swiss Association of Actuaries, 1997. 四、課程內(nèi)容概要（一）課程目標(biāo)This module is a bilingual course taught in both Chinese and English and is intended for students in Actuarial Science, Insurance Accounting and related areas where a basic knowledge of life insurance is necessary. This module is taught in b

4、oth Chinese and English with text books, slides in English. Quiz and Exams are giving purely in English. This module is also specially designed for students having an exchange programme with Heriot-watt University which spend 2 years in SWUFE and 2 years in Heriot-watt University and study towards a

5、 dual degree. This course provides an introduction to the principles of life insurance which is consistent with the Faculty and Institute of Actuaries subject CT5 with knowledge about life insurance practice in China and US.This module is compulsory for students in actuarial science and related subj

6、ects. This course focuses on the basic concept, theories and skills of life insurance which can be applied to the development of life insurance products. The concept of this module is combined with financial mathematics. At the same time, this module provides foundation for student further study tow

7、ards quantitative analysis courses.（二）教學(xué)內(nèi)容部分章節(jié)題目知識(shí)點(diǎn)學(xué)時(shí)（課堂講授）11兩生命模型模型構(gòu)成與計(jì)算42紅利計(jì)算公式與應(yīng)用43利源分析死差益、費(fèi)差異、利差益44準(zhǔn)備金計(jì)算準(zhǔn)備金計(jì)算公式425互競風(fēng)險(xiǎn)理解相關(guān)定義46多減因模型多減因相關(guān)習(xí)題47養(yǎng)老金養(yǎng)老金概論與精算48選擇死亡率與標(biāo)準(zhǔn)化死亡率標(biāo)準(zhǔn)化方法4課時(shí)合計(jì) =SUM(ABOVE) 32PartChapterTitleAbstractHours11Simple annuities and assurances involving two livesModel composition and ca

8、lculation42Contingent and reversionary benefitsFormula and application43Profit testingDeath benefit, cost difference, interest spread44Determining reserves using profit testingFormula and application425Competing risksUnderstand the definitions46Multiple decrement tablesMultiple decrement exercises47

9、Pension fundsAn introduction to pension funds48Mortality, selection and standardisationStandardisation of mortality4Total =SUM(ABOVE) 32（三）教學(xué)安排CoursesContentMethodsCoursework/TestAuxiliary learning materials1Simple annuities and assurances involving two lives1 Random variables to describe joint life

10、 functions2 Determining simple probabilities involving two lives3 Determining present values involving two livesLecturesChapter 7 Multiple life function7.2 Distribution of time-until-failure7.4 Dependent lifetime models7.5 Actuarial present value of life insurances and annuities2Contingent and rever

11、sionary benefits1 Contingent probabilities of death2 Present values of contingent assurances3 Present values of reversionary annuities4 Present values of functions with specified terms5 Expected present value of annuities payable m times a yearLecturesChapter 7 Multiple life function7.7 Simple conti

12、ngent functions7.8 APV under special mortality assumptions3Profit testing1 Unit-linked contracts2 Evaluating expected cashflows for various contract types3 Profit tests for annual premium contracts4 Determining premiums using a profit testLectures4Competing risks1 Multiple state modeling2 Valuing be

13、nefits that are contingent upon competing risksLecturesChapter 8 Multiple decrement models8.1 Introduction8.2 Two random variables: time-until-termination and cause of termination8.3 Curtate time-until-termination K and its joint density function with J5Multiple decrement tables1 Multiple decrement

14、service table for pensions calculations2 Updating a service table3 Other relationshipsLecturesChapter 8 Multiple decrement models 8.4 Random survival group and deterministic survival group8.5 Associated single decrement model8.6 Multi decrement model under special assumptions6Pension funds1 Salary-r

15、elated pensions benefits and contributions2 Calculating expected present values3 Expected cashflows generated by pensions benefits and contributions4 Using commutation functions to value salary-related benefits and contributions5 Projecting expected cashflows on a year-by-year basis6 Valuing health and care insurance benefits using multiple decrement tablesLectures7Mortality, selection and standardisation1 Principal factors contributing to variation in mortality and morbidity2 Selection3 Selection in life assurance and pensions business4 Single fi