Fall 2023 Actuarial Modelling

Instructor: Lianzeng Zhang （教师：张连增教授，南开大学精算学系主任）

TA: Yuan Zhuang（助教：庄源）

Many thanks to: Mengya Yue, Qingxiao Liu, Xinyu Ying, Huan Zheng （特别鸣谢：岳梦雅，刘庆晓，应鑫雨，郑欢）

感谢2021级精算学同学们对我助教工作的支持૮(˶ᵔᵕᵔ˶)ა

❗复习课通知（发布于2023年12月22日）

答疑时间：2023年12月26日 早10:00-11:45

地点：学院205

内容包含：主观题（即“主观题示例”）评讲，如有时间则简要复习课程大纲。

❗答疑通知（发布于2023年11月25日）

答疑时间：2023年12月2日 & 12月3日 晚8:00-9:00

地点：学院二楼讨论区

无需预约，问题可包含：本课程学习、作业判分和未来规划。

课本 Textbook

Philip J. Boland. Statistical and Probabilistic Methods in Actuarial Science. 2007, CRC Press. [Download]

1. 预备知识：R语言 A First Course of R

• Install R & Rstudio：Use this file and do it step by step!
• [Slide] used during the course

2. 损失分布 Loss Distributions

复习课 Review

• [Slide]
• [Video on Bilibili]

作业评讲 Homework

• [Answers and comments]

• Codes and Data for replication

  • Question 4: [EXCEL]
  • Question 9: [EXCEL]
  • Question 14: [Rmarkdown]
  • Question 17: [Rmarkdown]
  • Question 22: [Dataset] [Rmarkdown]

主观题示例 Sample Written-answer Questions

• [PDF]

3. 风险理论 Risk Theory

作业评讲 Homework

• [Answers and comments]

• Codes and Data for replication

  • Question 5: [EXCEL] [Rmarkdown]
  • Question 23: [Rmarkdown for plot LEV] [Rmarkdown for L^{-1}]

主观题示例 Sample Written-answer Questions

• [PDF]

4. 破产理论 Ruin Theory

作业评讲 Homework

• [Answers and comments]

• Codes and Data for replication

  • Question 4: [EXCEL]

主观题示例 Sample Written-answer Questions

• [PDF]

5. 信度理论 Credibility Theory

复习课 Review

• [Slide]
• [Video on Bilibili]

作业评讲 Homework

• [Answers and comments]

• Codes and Data for replication

  • Question 23: [EXCEL]

主观题示例 Sample Written-answer Questions

• [PDF]

6. 车险无赔款优待理论 NCD/Bonus-Malus System

作业评讲 Homework

• [Answers and comments]

• Codes and Data for replication

  • Question 3: [Rmarkdown]
  • Question 4: [Rmarkdown] [EXCEL]
  • Question 5: [Rmarkdown]

主观题示例 Sample Written-answer Questions

• [PDF]