This module is not currently running in 2024 to 2025.
Students, either individually or as part of a group, will be assigned a project on an area of actuarial research. For each project, the students will be required to process and analyse information, form conclusions, and produce an individual written report in LaTex that contains a review of existing literature on the particular topic, and to produce a piece of work in the assigned area of research and a coherent account thereof in LaTex, either as an individual or as part of a group.
Meeting with project supervisor: 6 hours
Independent learning hours: 144 hours
Total study hours: 150 hours
70% project, 30% coursework
Porteous, B. and Tapadar, P. (2005). Economic Capital and Financial Risk Management for Financial Services Firms and Conglomerates. Palgrave Macmillan.
Sweeting, P. (2017). Financial Enterprise Risk Management (2nd Ed). Cambridge University Press.
Thomas, R.G. (2017) Loss Coverage: Why Insurance Works Better with Some Adverse Selection. Cambridge University Press.
Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G.D., Epstein, D., Ong, A., and Balevich, I. (2009) A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. North American Actuarial Journal 13(1): 1-35.
The intended subject specific learning outcomes. On successfully completing the module students will be able to:
1. produce a research report using LaTex;
2. produce research that demonstrates high level skills in relevant computing utilities and the statistical package R;
3. produce research that demonstrates the ability to analyse data, evaluate and develop models, and interpret the results appropriately; and
4. produce research that demonstrates the ability to apply appropriate mathematical, statistical and actuarial concepts and techniques in a particular topical area of actuarial research.
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