Syllabus for Actuarial and Financial Engineering Studies

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Syllabus for Actuarial and Financial Engineering Studies
(精算與財務工程導讀)
Instructor: 沈立斌 (Lihbin Shen)
Aims: Develop students’ interest and ability in understanding actuarial and financial
engineering practice fields, through introduction, research and discussion on various
topics, including
1. Selected text books (excerpted chapters only)
2. Actuarial journals or Records published by SOA
3. Papers published by researchers, scholars and other students’ works.
Course Time:
Wednesday 17:00- 20:00am
Office Hours: By appointment.
e-mail: [email protected]
Grades:
Weekly Discussions: 25%
Mid-term Presentation 25%
Final Projects: 50 %
Reference Books/Papers:
1. Modern Actuarial Theory and Practice(2nd, 2005)
Philip Booth,…
2. Loss Models: From Data To Decisions, 3RD ED.
3.
4.
5.
6.
Klugman/ Panjer/Willmot
Derivatives Markets, 2nd Edition
Actuarial Mathematics For Life Contingency Risks
Dickson/Hardy/Waters
Oxford Actuarial Science Notes
Life Insurance and Financing – Chapter 16
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