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Computational Tools for Actuaries

  • Teacher(s):   G.Zucchinetti  
  • Course given in: English
  • ECTS Credits: 6 credits
  • Schedule: Autumn Semester 2021-2022, 2.0h. course + 2.0h exercices (weekly average)
  •  sessions
  • Related programme: Master of Science (MSc) in Actuarial Science
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Objectives

This course aims at providing actuaries with a set of conceptual and practical computational tools, ranging from simple formulas computed in a spreadsheet (typically Excel) to programs written in Visual Basic.

Contents

Information systems are important tools for actuaries, as they make it possible to automatically perform complex calculations on possibly large data sets. In this context, an essential skill lies in the ability to express solutions to actuarial problems using appropriate computational tools. With this course, students have the opportunity to acquire such skills, by learning how to use a range of computational methods relevant to actuarial science. Main chapters are detailed hereafter : Abstract models • Dimensioned models • Advanced models • Basic programming • Control structures • Objects, classes, methods & interactions • Excel Object libraries & reuse • Application development. The course and the course material are in English. French-speaking students can however ask questions and be answered in French.

Due to the Covid situation, the program may be subject to change.

Students are asked to hand in at least 9 exercise solutions.

References

Maksay Gabor, Pigneur Yves, Modéliser par l'exemple, Presses polytechniques et universitaires romande, 2008, http://www.ppur.org/livres/978-2-88074-792-3.html Michelle M.H. Azeref, Ravindra K. Ahuja, and Wayne L. Winston ; Developing Spreadsheet-Based Decision Support Systems Using Excel and VBA for Excel ; Dynamic Ideas, Belmont, Massachusetts 2007

Evaluation

First attempt

Exam:
Oral 0h20/0h20 minutes
Documentation:
Allowed
Calculator:
Not allowed
Evaluation:

20min. prépa, 20min. interro

WARNING: Depending on the evolution of the Covid-19 situation, the examination conditions could change, in particular by changing from an oral to a written examination.

Retake

Exam:
Oral 0h20/0h20 minutes
Documentation:
Allowed
Calculator:
Not allowed
Evaluation:

20min. prépa, 20min. interro

WARNING: Depending on the evolution of the Covid-19 situation, the examination conditions could change, in particular by changing from an oral to a written examination.



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