МА «Финансовая экономика»
The course introduces basics of actuarial analysis of short-run insurance — namely, how to estimate insurance premium and reserves. The students will learn how to model loss distribution accounting for specifics of an insurance product (in particular — how to model individual and collective risks). The students will learn about insurance premium structure, and will master different methods to estimate its components, including multidimensional classification and regression analysis, accounting also for the quality of data. Besides, the students will learn how to use methods of insurance company’s reserves estimations in practice.