# Università degli Studi di Napoli "Parthenope"

## Teaching schedule

2017/2018
Belonging course:
Course of Master's Degree Programme on QUANTITATIVE METHODS FOR ECONOMIC AND FINANCIAL EVALUATIONS
Disciplinary sector:
MATHEMATICAL METHODS OF ECONOMY, FINANCE AND ACTUARIAL SCIENCES (SECS-S/06)
Language:
Italian
Credits:
9
Year of study:
2
Teachers:
MELISI Giuseppe
Cycle:
Second semester
Hours of front activity:
72

Italian

### Course description

The aim of the course is to introduce the fundamental concepts of life and non-life actuarial techniques and to train experts in the use of actuarial models related to pricing, reserving and quantification of technical risks according to the Italian GAAP and Solvency II

### Prerequisites

Descriptive and inferential statistics, probability theory, financial mathematics and actuarial mathematics.

### Syllabus

1ST part: Actuarial technique of life insurance
– the basic contracts
– mathematical reserves and technical reserves
– flexibility of payments
– determination of expected profit

2ND part: Actuarial technique of non-life insurance
– principles for calculating the premium for non-life insurance
– rate making
– technical reserves
– technical reserves according to Solvency II
– quantification of Non-Life Underwriting Risk

31TH part: Actuarial technique of pension insurance:
– individual and collective pension
– contributions and benefits
– principles of calculation of contributions

### Teaching Methods

Frontal lectures; Practical exercises and case discussion, to put into practice all the concepts studied during the theoretical lessons.

### Textbooks

- Pitacco E. – Matematica e Tecnica Attuariale delle Assicurazioni sulla Durata di Vita. Ed. Lint, Trieste
- Daboni L. - Lezioni di tecnica attuariale delle assicurazioni contro i danni. Ed. Lint, Trieste
- Regolamento Delegato (Ue) 2015/35 della Commissione del 10 ottobre 2014

### Learning assessment

Written and Oral examination. The written test lasts 45 minutes and consists of two/three questions with an open answer and exercises.