CM2 – Economic Modelling

5個單元 · 16個課題

免費的CM2 – Economic Modelling學習筆記，專為IFoA (Institute and Faculty of Actuaries)學生準備。下列每個章節都涵蓋一個重點主題，附有例題與練習提示，可在 thinka 應用程式中延伸練習。

Rational economic theory

  • Understand the principles of rational expectations theory

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  • Understand the principles of rational choice theory

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Measures of investment risk

  • Identify the properties of risk measures and use these risk measures to compare and analyse investment opportunities

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  • The role of insurance companies in reducing or removing risk

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Asset valuations

  • Understand mean-variance portfolio theory and its application

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  • Understand and use the Capital Asset Pricing Model (CAPM)

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  • Understand and use single and multifactor models for investment returns

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  • Appreciate different stochastic models for security prices and how and when they can be applied

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  • Understand the principles and characteristics of models of the term structures of interest rates and their application

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  • Understand the principles and application of simple models for credit risk

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Liability valuations

  • Understand the principles and application of ruin theory

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  • Understand and use run-off triangles to estimate claims

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  • Value basic benefit guarantees using simulation techniques

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Option theory

  • Understand the principles of option pricing and valuations

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  • Understand the principles of the binomial option-pricing model and its application

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  • Understand the principles of the Black-Scholes derivative-pricing model and its application

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