M7115 Actuarial modelling - seminar

Faculty of Science
Autumn 2018
Extent and Intensity
0/2/0. 2 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Martin Kolář, Ph.D. (lecturer)
Guaranteed by
prof. RNDr. Zdeněk Pospíšil, Dr.
Department of Mathematics and Statistics – Departments – Faculty of Science
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable of Seminar Groups
M7115/01: Mon 17. 9. to Fri 14. 12. Wed 18:00–19:50 M3,01023, M. Kolář
Prerequisites
Calculus of one and several variables
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
The capacity limit for the course is 22 student(s).
Current registration and enrolment status: enrolled: 0/22, only registered: 0/22, only registered with preference (fields directly associated with the programme): 0/22
fields of study / plans the course is directly associated with
Course objectives
The aim of the course is to teach students basics of bayesian analysis and its applications, mainly from the field of economics and finance. At the end of the course students should be able to: understand main ideas of bayesian probability and explain methods of their applications. They will be able to create a suitable model for a concrete problem and interpret predictions of such a model.
Syllabus
  • Basic notions of bayesian probability
  • Applications in medical diagnostics
  • Discrete parametric models
  • Continuous parametric models
  • Regression models
  • Applications in neural networks
  • Applications in game theory
  • Applications in actuarial mathematics
Literature
  • OSBORNE, Martin J. An introduction to game theory. New York, N.Y.: Oxford University Press, 2004, xvii, 533. ISBN 9780195128956. info
  • GELMAN, Andrew. Bayesian data analysis. 2nd ed. Boca Raton, Fla.: Chapman & Hall/CRC, 2004, xxv, 668. ISBN 158488388X. info
  • OSBORNE, Martin J. and Ariel RUBINSTEIN. A course in game theory. Cambridge, Mass.: MIT Press, 1994, xv, 352. ISBN 0262150417. info
  • MYERSON, Roger B. Game theory : analysis of conflict. Cambridge: Harvard University Press, 1991, xiii, 568. ISBN 0-674-34116-3. info
Teaching methods
Seminar lectures, class discussions
Assessment methods
Final test consisting of 10 questions. 50% of total points is needed to pass.
Language of instruction
Czech
Further Comments
The course is taught annually.
The course is also listed under the following terms Autumn 2007 - for the purpose of the accreditation, Autumn 2010 - only for the accreditation, Autumn 2004, Autumn 2005, Autumn 2006, Autumn 2007, Autumn 2008, Autumn 2009, Autumn 2010, Autumn 2011, Autumn 2011 - acreditation, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016.
  • Enrolment Statistics (recent)
  • Permalink: https://is.muni.cz/course/sci/autumn2018/M7115