MATH471_Syllabus_Fall20100 - MATH 471: ACTUARIAL THEORY I...

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1 MATH 471: ACTUARIAL THEORY I FALL 2010 -------------------------------------------------------------------------------------------- INSTRUCTOR: Name: Paul H. Johnson, Jr. Office: 361 Altgeld Hall Office phone number: (217)-244-5517 E-mail address: pjohnson@illinois.edu Website: http://www.math.uiuc.edu/~pjohnson/ Office Hours: Monday 1:00-2:00pm, Tuesday 2:00 –5:00pm, and by appointment Please include “MATH 471” in the subject line of any e-mail pertaining to the class. COURSE DESCRIPTION: This course will analyze the distribution of the time-until-death random variable for a single life, and its implications for evaluations of insurance and annuity functions, net premiums, and reserves. We will cover approximately the first half of the material on Exam MLC, the Life Contingencies Segment of Exam M, of the Society of Actuaries: Chapter 3: Survival Distributions and Life Tables Chapter 4: Life Insurance (sections 4.1 – 4.4) Chapter 5: Life Annuities (sections 5.1 – 5.4) Chapter 6: Benefit Premiums (sections 6.1 – 6.4) Chapter 7: Benefit Reserves (sections 7.1 – 7.6) LECTURES: Section D1: MW 11:00am - 12:20pm, 333 Armory Section G1: MW 3:00pm – 4:20pm, 269 Everitt PREREQUISITES: MATH/STAT 408 (Actuarial Statistics I) and MATH 210 (Theory of Interest). Note: Working knowledge of this material will be assumed. REQUIRED TEXT: Bowers et al., Actuarial Mathematics , Second Edition , Society of Actuaries, 1997. COURSE WEBSITE: On Illinois Compass. All announcements, handouts, homework assignments and solutions, midterm solutions, useful links, and more will be found here. Make sure you check this website regularly.
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2 CALCULATORS: Only non-graphing scientific and/or financial calculators are allowed. ATTENDANCE:
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This note was uploaded on 02/14/2011 for the course MATH 471 taught by Professor Staff during the Spring '08 term at University of Illinois, Urbana Champaign.

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MATH471_Syllabus_Fall20100 - MATH 471: ACTUARIAL THEORY I...

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