Quantitative Methods for Actuaries
- Teacher(s):
- Course given in: English
- ECTS Credits:
- Schedule: Autumn Semester 2021-2022, 4.0h. course + 1.0h exercices (weekly average)
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- Related programme: Master of Science (MSc) in Actuarial Science
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ObjectivesThis course aims at refreshing mathematical notions and techniques and developing complements which will be useful for applications in the fields of actuarial science and finance. The goal is to provide a common base of general techniques of differential and integral calculus and of linear algebra used in the other courses. Many examples drawn for actuarial science will illustrate the necessity for future actuaries to master these skills. ContentsDifferential and Integral Calculus
Linear algebra
ReferencesLay, David C., Steven R. Lay, Judi J. McDonald, "Linear Algebra and Its Applications" (5th ed), Pearson, 2016 Ross, K.A., "Elementary Analysis: The Theory of Calculus", Springer, 2nd edition, 2013. Rudin, W., "Real and complex analysis", McGraw-Hill, 3rd edition, 1987. Rudin, W., "Principles of mathematical analysis", McGraw-Hill, 3rd edition, 1976. Riley, K.F., Hobson, M.P., Bence, S.J., "Mathematical methods for physics and engineering", Cambridge University Press, 3rd edition, 2006. EvaluationFirst attempt
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