COURSE UNIT TITLE

: ACTUARIAL RISK ANALYSIS

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
EMT 3018 ACTUARIAL RISK ANALYSIS ELECTIVE 3 0 0 5

Offered By

Econometrics

Level of Course Unit

First Cycle Programmes (Bachelor's Degree)

Course Coordinator

PROFESSOR ALI KEMAL ŞEHIRLIOĞLU

Offered to

Labour Economics and Industrial Relations
Econometrics
Econometrics
Labour Economics and Industrial Relations

Course Objective

The main objective of the course is to analysis problems using knowledges of actuarial
mathematics, basic statistics and mathematical statistics with risk analysis methods

Learning Outcomes of the Course Unit

1   To be able to make quantitative and qualitative assessment and identify its information and culture
2   To be able to think analytical and measure feature of assessment
3   To be able to analysis and make assessment problems in social sciences
4   To be able to relate methods of actuarial mathematics, mathematical statistics and risk analysis to different disciplines
5   To be able to read data of analysis and make an inference

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
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 Mid-term
10 Cox-Ross-Rubinstein models and its applications
11 Probability- statistical estimation
12 Set up pricing model via Black Scholes options
13 Stochastic statistics and risk analysis methods
14 Actuarial mathematics and applications of risk analysis

Recomended or Required Reading

Financial Mathematics, Springer Yayınları;Steven Roman

Planned Learning Activities and Teaching Methods

This course will be presented using manner of telling method, question and answer method, discussion method and problem solving method

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 MTEG MIDTERM GRADE MTEG * 1
3 FIN FINAL EXAM
4 FCGR FINAL COURSE GRADE MTEG * 0.40 + FIN * 0.60
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTEG * 0.40 + RST * 0.60

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 12 3 36
Preparations before/after weekly lectures 12 2 24
Preparation for final exam 1 28 28
Preparation for midterm exam 1 25 25
Midterm 1 1 1
Final 1 1 1
TOTAL WORKLOAD (hours) 115

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10
LO.11
LO.21
LO.31
LO.41
LO.51

CONTACT INFORMATION
Dokuz Eylül Üniversitesi Cumhuriyet Bulvarı No: 144 35210 Alsancak / İZMİR
Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

Copyright 2012 DEÜ. BİD

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