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Glossary
Semester (Sem)
1First Semester
2Second Semester
AAnnual course
Educational activities
CSimilar or integrative activities
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Course completely offered in italian
Course completely offered in english
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Innovative teaching
The credits shown next to this symbol indicate the part of the course CFUs provided with Innovative teaching.
These CFUs include:
  • Subject taught jointly with companies or organizations
  • Blended Learning & Flipped Classroom
  • Massive Open Online Courses (MOOC)
  • Soft Skills
Course Details
Context
Academic Year 2018/2019
School School of Industrial and Information Engineering
Name (Master of Science degree)(ord. 270) - MI (487) Mathematical Engineering
Track MST - Applied Statistics
Programme Year 2

Course Details
ID Code 052506
Course Title INSURANCE & ECONOMETRICS
Course Type Mono-Disciplinary Course
Credits (CFU / ECTS) 10.0
Semester Second Semester
Course Description The course covers two main topics. The first deals with the insurance market, where some modelization issues that highlight the differences with the banking market are addressed. Details on the Solvency II regulation are presented. Particular attention is given to the pricing of life products and to the definition of reserves. Finally, the main features of non-life insurance are discussed. The second part deals with econometric tools for financial time series modeling. Stationary processes and the Wold theorem are described to pursue ARMA models selection, estimation and forecast. Other topics presented are: unit root processes, vector autoregressive models, cointegration, heteroskedastic (ARCH-GARCH) models, factor models and the principal component approach.
Scientific-Disciplinary Sector (SSD)
Educational activities SSD Code SSD Description CFU
C
SECS-S/06
MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
10.0

Schedule, add and removeAlphabetical groupProfessorLanguageCourse details
From (included)To (excluded)
--AZZZZRroji Edit
manifesti v. 3.4.2 / 3.4.2
Area Servizi ICT
01/10/2020