1、壽險精算I雙語課程實施方案一、課程基本信息課程名稱：壽險精算I（雙語）課程代碼： INS806學 分：4學 時：4學時/課，共64學時。授課48學時，實踐16學時。二、任課教師、助教、教室等情況（四）教 室：C304 實 驗 室：（五）上課時間：周三5-7節(jié)（六）紀 律：1、無特殊情況，不允許無故缺課。2、每次作業(yè)須在規(guī)定時間內(nèi)提交。三、閱讀材料（一）推薦教材：Course Notes published by the Actuarial Education Company.（二）參考教材NL Bowers, HU Gerber, JC Hickman et al. Actuarial mat

2、hematics. 2nd edition. Society of Actuaries, 1997.Zhi Zhuo. Life Insurance. 2nd edition. Southwestern University of Finance and Economics. WF Scott. Life assurance mathematics, Heriot-Watt University, 1999. （三）進一步閱讀教材1 Neill, A. Heinemann Life contingencies, 1977. 2 HU Gerber. Life insurance mathema

3、tics. 3rd ed. Springer; Swiss Association of Actuaries, 1997. 四、課程內(nèi)容概要（一）課程目標This module is a bilingual course taught in both Chinese and English and is intended for students in Actuarial Science, Insurance Accounting and related areas where a basic knowledge of life insurance is necessary. This mod

4、ule is taught in both Chinese and English with text books, slides in English. Quiz and Exams are giving purely in English. This module is also specially designed for students having an exchange programme with Heriot-watt University which spend 2 years in SWUFE and 2 years in Heriot-watt University a

5、nd study towards a dual degree. This course provides an introduction to the principles of life insurance which is consistent with the Faculty and Institute of Actuaries subject CT5 with knowledge about life insurance practice in China and US.This module is compulsory for students in actuarial scienc

6、e and related subjects. This course focuses on the basic concept, theories and skills of life insurance which can be applied to the development of life insurance products. The concept of this module is combined with financial mathematics. At the same time, this module provides foundation for student

7、 further study towards quantitative analysis courses.在精算教育的同時，有機融入課程思政內(nèi)容，提升大學生思想政治教育針對性實效性為核心，以培育和踐行社會主義核心價值觀為主線，以知信行合一為導向，以學生為本，以育人為要，以學習為中心，深入調(diào)查研究，準確把握學生思想動態(tài)，從學生所思所想、社會熱點、國際國內(nèi)形勢、現(xiàn)實問題等導入教學內(nèi)容，用馬克思主義立場、觀點和方法分析解決問題，增強課堂吸引力，提高課堂教與學的質(zhì)量。在每堂課程中運用課程思政方法分析精算問題。（二）教學內(nèi)容部分章節(jié)題目知識點授課課時實踐課時11壽險產(chǎn)品相關計算622生命年金年金相關計算

8、623生命表生命表構成與計算624生命保險計算壽險精算產(chǎn)品定價6225保費與準備金保費與準備金計算公式826變額年金變額年金相關習題847毛保費與準備金毛保費計算方法82課時合計 =SUM(ABOVE) 48 =SUM(ABOVE) 16PartChapterTitleAbstractLecturePractice11Life assurance contractsRelated calculations622Life annuity contractsAnnuity related calculation623The life tableComposition and calculation

9、 of life table624Evaluation of assurances and annuitiesProduct pricing6225Net premiums and reservesThe calculation of net premiums and reserves826Variable benefits and with-profit policiesVariable benefits exercises847Gross premiums and reserves for fixed and variable benefit contractsGross premium

10、calculation method82Total4816（三）教學安排CoursesContentMethodsCoursework/TestAuxiliary learning materials1Life assurance contracts0 Introduction1 Pricing of life insurance contracts2 Whole life assurance contracts3 Term assurance contracts4 Pure endowment contracts5 Endowment assurance contracts6 Critica

11、l illness assurance contracts7 Deferred assurance benefits8 Benefits payable immediately on deathLecturesZhi Zhuo. Life Insurance. 2nd edition.Chapter 0 Introduction of the courseChapter 2 Insurances2.1 Introduction2.2 Life insurance payable at the time of death2.3 Insurance payable at the end of th

12、e year of death2Life annuity contracts1 Life annuity contracts2 Whole life annuities payable annually3 Temporary annuities payable annually4 Deferred annuities5 Continuous annuitiesLecturesChapter 3 Annuities3.1 Introduction3.3 Discrete annuities3The life table1 The life table2 Life table functions

13、at non-integer ages3 The general pattern of mortality4 Evaluating means and variances5 Select mortalityLecturesChapter 1 Life Table1.1 Introduction1.2 Survival function and age at death1.4 Assumption for fractional ages1.5 Some analytical laws of mortality1.6 Select and ultimate tables4Evaluation of

14、 assurances and annuities1 Evaluating assurance benefits2 Evaluating annuity benefits3 Premium conversion equations4 Expected present values of annuities payable m times each yearLecturesQuiz 1Chapter 2 Insurances2.3 Insurance payable at the end of the year of death2.4 Relationship between continuou

15、s and discrete insurances2.5 Recursive and differential equationsChapter 3 Annuities3.2 Continuous life annuityLife annuities with mthly payments5Net premiums and reserves1 Premiums2 The net premiums3 The insurers loss random variable4 Retrospective accumulations5 Reserves6 Net premium reserves7 Rec

16、ursive calculation of reserves8 Mortality profitLecturesChapter 4 Premiums4.1 Introduction4.2 Loss function4.6 Continuous premiums4.7 Fully discrete and semi-continuous premiums4.8 Mthly premiumsChapter 5 Reserves5.2 Fully discrete benefit reserves5.4 Continuous benefit reserves6Variable benefits an

17、d with-profit policies1 Variable payments2 Payments varying at a constant compound rate3 Payments changing by a constant monetary amount4 With-profits contracts5 Calculating net premiums and net premium reserves for with-profits contractsLecturesChapter 2 Insurances2.2.6 Varying benefit insurance2.3

18、.7 Varying benefit insuranceChapter 3 Annuities3.3 Discrete annuities3.4 Life annuities with mthly payments7Gross premiums and reserves for fixed and variable benefit contracts1 Types of expenses incurred in writing a life insurance contract2 The influence of inflation on expenses3 Gross future loss random variable for standard contracts4 Calculating gross premiums5 Gross premium reservesLecturesMid-term examChapter 6 Gross premiums and reserves6.1 Introduction: gross premiums and net premiums6.2 Expense augmented mode