Ders Bilgileri
PRIVATE INSURANCE AND ACTUARIA | ||||||
---|---|---|---|---|---|---|
Kodu | Dönemi | Teori | Uygulama | Ulusal Kredisi | AKTS Kredisi | |
Saat / Hafta | ||||||
ÇEK408 | Spring | 2 | 1 | 3 | 5 |
Ön Koşulu Olan Ders( ler ) | None |
Dili | en |
Türü | Required |
Seviyesi | Bachelor's |
Öğretim Elemanı( ları ) | Assoc. Prof.Dr.İlhan Ege |
Öğretim Sistemi | Face to Face |
Önerilen Hususlar | None |
Staj Durumu | None |
Amacı | to analyse problems and to win problem solving skillsby using actuary maths, general maths and statistics with methods of risk analyses |
İçeriği | analyse insurance management and actuary |
Dersin Öğrenim Çıktıları
# | Öğrenim Çıktıları |
---|---|
1 | Students will be able to analyse that which is related financial sector |
2 | Students will be able to implement knowledge about their professions in areas where such expertise is necessary. |
3 | Students will be able to observe and analyse general economic indicators and national and international developments in the financial sector |
4 | Students will be able to solve problems with analytical methods |
5 | Students will have information about insurance legislation and social security systems and be able to make case studies. |
6 | Students will be able to observe and measure actuarial risks as well as identify efficient protection methods |
7 | Students will be able to use knowledge and equipment from different disciplines |
8 | Students will be able to manage the development process of new products and set the correct course. |
Haftalık Ayrıntılı Ders İçeriği
# | Konular | Öğretim Yöntem ve Teknikleri |
---|---|---|
1 | Probability theory, random variables and probability distributions | |
2 | Discrete random variables and probability distributions | |
3 | Portfolio management and capital asset pricing model | |
4 | Concepts of Arbitrage and applications | |
5 | Operational risk analysis methods and capital adequacy | |
6 | Probability- important division of discrete probability | |
7 | Time series discrete time price modelling | |
8 | Mid-term | |
9 | Probability- statistical estimation | |
10 | Set up pricing model via Black Scholes options | |
11 | Stochastic statistics and risk analysis methods | |
12 | Actuarial mathematics and applications of risk analysis | |
13 | Case Studies | |
14 | Case Studies | |
15 | Case Studies | |
16 | Final Exam |
Resources
# | Malzeme / Kaynak Adı | Kaynak Hakkında Bilgi | Referans / Önerilen Kaynak |
---|---|---|---|
1 | Nilgün Moralı, Aktüeryal Teknikler, Gesid Yay., 1997 | ||
2 |
Ölçme ve Değerlendirme Sistemi
# | Ağırlık | Çalışma Türü | Çalışma Adı |
---|---|---|---|
1 | 0.6 | 5 | Final Exam |
2 | 0.4 | 1 | 1. Mid-Term Exam |
Dersin Öğrenim Çıktıları ve Program Yeterlilikleri ile İlişkileri
# | Öğrenim Çıktıları | Program Çıktıları | Ölçme ve Değerlendirme |
---|---|---|---|
1 | Students will be able to analyse that which is related financial sector | ||
2 | Students will be able to implement knowledge about their professions in areas where such expertise is necessary. | ||
3 | Students will be able to observe and analyse general economic indicators and national and international developments in the financial sector | ||
4 | Students will be able to solve problems with analytical methods | ||
5 | Students will have information about insurance legislation and social security systems and be able to make case studies. | ||
6 | Students will be able to observe and measure actuarial risks as well as identify efficient protection methods | ||
7 | Students will be able to use knowledge and equipment from different disciplines | ||
8 | Students will be able to manage the development process of new products and set the correct course. |
Not: Ölçme ve Değerlendirme sütununda belirtilen sayılar, bir üstte bulunan Ölçme ve Değerlerndirme Sistemi başlıklı tabloda belirtilen çalışmaları işaret etmektedir.
İş Yükü Detayları
# | Etkinlik | Adet | Süre (Saat) | İş Yükü |
---|---|---|---|---|
0 | Course Duration | 14 | 3 | 42 |
1 | Course Duration Except Class (Preliminary Study, Enhancement) | 14 | 2 | 28 |
2 | Presentation and Seminar Preparation | 14 | 1 | 14 |
3 | Web Research, Library and Archival Work | 0 | 0 | 0 |
4 | Document/Information Listing | 0 | 0 | 0 |
5 | Workshop | 0 | 0 | 0 |
6 | Preparation for Midterm Exam | 1 | 10 | 10 |
7 | Midterm Exam | 1 | 1 | 1 |
8 | Quiz | 0 | 0 | 0 |
9 | Homework | 0 | 0 | 0 |
10 | Midterm Project | 0 | 0 | 0 |
11 | Midterm Exercise | 0 | 0 | 0 |
12 | Final Project | 1 | 0 | 0 |
13 | Final Exercise | 0 | 0 | 0 |
14 | Preparation for Final Exam | 1 | 14 | 14 |
15 | Final Exam | 1 | 1 | 1 |
110 |