Bachelor courses
Speciality Code:
6B05401
Speciality Name:
Actuarial Mathematics
Faculty:
Mechanics and Mathematics
Qualification:
- First Stage of Higher Education - Bachelor of Natural Science
- First Stage of Higher Short Education - Bachelor of Natural Science
- Model of graduating student
- Mandatory disciplines
- Elective disciplines
- Professional
ON 1. To demonstrate mathematical literacy, logical thinking and knowledge of basic concepts and laws of mathematics, to know mathematical language in the subject area;
ON 2.Find methods for solving practical problems in new and unfamiliar contexts based on mathematical methods;
ON 3Use mathematical methods of programming and participate in the development of new programs to optimize computing processes and planning in production and services;
ON 4. Analyze mathematical models and justify
the correctness of the choice of the problem-solving method (analytical, numerical, laboratory experiment);
ON 5. Summarize the results of research and analytical work in the relevant fields of science in the form of participation in research conferences;
ON 6. Apply fundamental concepts and methods of financial and actuarial mathematics in the calculation of current and accumulated values for various cash flows as a basis for future use in the formation of reserves, reserves assessment, pricing and evaluation of conditional cash flows;
ON 7.To choose and apply modern mathematical methods in solving problems of natural science; to Solve theoretical and applied problems of natural science;
ON 8.Participate in the development and improvement of life insurance products; Use the theory of life insurance and co-insurance;
ON 9. Participate in the development and improvement of health insurance products; Make mathematical models of the object on the basis of the principles and tools of mathematical methods;
ON 10. Participate in the development and improvement of General insurance products. To use the theory of co-insurance;
ON 11. Participate in the development and improvement of pension system products and investments. To create applications to software packages for optimization of professional activity in the studied fields of Sciences (pension plans), to carry out forecast calculations, to estimate accuracy and reliability of results of modeling;
ON 12. To work in a team, to argue for the correctness of the choice of solutions to mathematical and statistical problems; to critically evaluate their activities, the activities of the team and be able to self-education and self-development.
ON 2.Find methods for solving practical problems in new and unfamiliar contexts based on mathematical methods;
ON 3Use mathematical methods of programming and participate in the development of new programs to optimize computing processes and planning in production and services;
ON 4. Analyze mathematical models and justify
the correctness of the choice of the problem-solving method (analytical, numerical, laboratory experiment);
ON 5. Summarize the results of research and analytical work in the relevant fields of science in the form of participation in research conferences;
ON 6. Apply fundamental concepts and methods of financial and actuarial mathematics in the calculation of current and accumulated values for various cash flows as a basis for future use in the formation of reserves, reserves assessment, pricing and evaluation of conditional cash flows;
ON 7.To choose and apply modern mathematical methods in solving problems of natural science; to Solve theoretical and applied problems of natural science;
ON 8.Participate in the development and improvement of life insurance products; Use the theory of life insurance and co-insurance;
ON 9. Participate in the development and improvement of health insurance products; Make mathematical models of the object on the basis of the principles and tools of mathematical methods;
ON 10. Participate in the development and improvement of General insurance products. To use the theory of co-insurance;
ON 11. Participate in the development and improvement of pension system products and investments. To create applications to software packages for optimization of professional activity in the studied fields of Sciences (pension plans), to carry out forecast calculations, to estimate accuracy and reliability of results of modeling;
ON 12. To work in a team, to argue for the correctness of the choice of solutions to mathematical and statistical problems; to critically evaluate their activities, the activities of the team and be able to self-education and self-development.
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Kazakh (Russian) Language
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description:
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Module of socio-political knowledge (Sociology/ Political science/ Culture/ Psychology)
- Number of credits: 8
- Type of control: RK + Exam (100)
- Description: Aim оf discipline: to develop the ability to explain and interpret subject knowledge in all fields of science, shaping of the discipline. Sociology and sociological perspectives, social structure, form of policy, organizational structure, institutions, the legal and organizational rules, content, purpose, value, policy, concept and essence of culture, semiotics of culture, psychology of personality, psychology of interpersonal communication will be studied.
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Mathematical Analysis I
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The content of the discipline is aimed at studying the theory of sequences and the theory of functions of one variable, the limits and continuity of a function, derivative, differential, the main theorems of differential calculus,the study and construction of a graph of a function using the derivative.
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Real and functional analysis
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: to form the ability to use the methods of real and functional analysis to solve problems of modeling real processes in various fields of natural science and finance. As a result of studying the discipline, the student will be able to: check the measurability of sets, the measurability of functions, the summability of functions, the axioms of the norm, metric and scalar product, explore Hilbert spaces, boundedness operators; determine the norm of the operator and the spectrum.
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Нistory of Kazakhstan
- Number of credits: 5
- Type of control: [РК1+MT+РК2+ ГЭК] (100)
- Description: The purpose of the discipline is to give objective knowledge about the main stages in the development of the history of Kazakhstan from ancient times to the present. Expected learning outcomes: 1) demonstrate knowledge and understanding of the main stages in the development of the history of Kazakhstan; 2) to correlate the phenomena and events of the historical past with the general paradigm of the world-historical development of human society through critical analysis; 3) to possess the skills of analytical and axiological analysis in the study of historical processes and phenomena of modern Kazakhstan; 4) be able to objectively and comprehensively comprehend the immanent features of the modern Kazakh model of development; 5) Systematize and give a critical assessment of historical phenomena and processes in the history of Kazakhstan. During the study of the discipline students will learn following aspects: Ancient people and the formation of a nomadic civilization, Turkic civilization and the Great Steppe, Kazakhstan in modern times (XVIII - early XX centuries), Kazakhstan as part of the Soviet administrative-command system, Kazakhstan in the world community (1991-2022).
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Mathematical demography
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main purpose of the course is the use of tools for demographic analysis, modern demographic processes in the world, their trends, mathematical foundations of demography, demographic methods of population determination and the use of forecasts for the population of Kazakhstan and regions. Working with modern models; analysis of the dynamics of natural growth of the population of Kazakhstan, taking into account data on births, migration, and death; Classification of forecasting methods of demographic processes.
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Multivariable Calculus
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The aim is a consideration of the concept of the limit, the continuity of functions of several variables, partial derivatives and differentiability, the application of differential calculus to finding extremums, implicit and inverse functions, the conditional extremum; the consideration of the concept of a double and triple integral and their applications.
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Vector Analysis
- Number of credits: 3
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main purpose of the course is to give students a clear idea about the basic concepts of multivariate analysis on manifolds for solving problems on the topics of the course, to evaluate linear and surface integrals. In the course of studying the course to form students' abilities: - formulate and prove the fundamentals of multi-dimensional analysis assertions; - calculate curvilinear integrals; - calculate surface integrals; - to work in a team, to defend with reasonedness the correctness of the solution of the problem. There is familiarization with the fundamental ideas of analysis on manifolds. Topics include review of vector calculus; gradient, divergence, and curl; Green’s, and Stoke’s theorems. The emphasis is on proving of basic theorems Integral Calculus for vector-valued functions as well as on developing computational skills in employing the powerful tools of calculus for solving theoretical and applied problems.
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Political Science
- Number of credits: 2
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The academic discipline “Political science” forms knowledge of the laws and laws of world politics and modern political processes, explaining the essence and content of the policy of national states, on the basis of ensuring national security and the realization of national interests.
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Functional Analysis
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: To form the ability to use the basic concepts and methods of functional analysis to solve the problems of modeling real processes in various fields of natural science and economics, and to form students' abilities: - Explain the key concepts of functional analysis (normed spaces; metric spaces; Banach spaces, Hilbert spaces, linear continuous operators and linear continuous functionals defined on these spaces, conjugate(dual) spaces, reflexive spaces, compact operators, closed operators, adjoint and self-adjoint operators, the spectrum of the operator and the resolvent set) in the context of the corresponding theory.
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Introduction to Applied Statistics
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use the results of statistics to the problems of modern applied statistics. Contents: Parameter estimation and fitting of probability distributions. Least square estimates. Maximum probability, Method of moments Some statistical distributions. Linear regression. Testing hypothesis, confidence interval in linear regression models.
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Actuarial principles and their applications
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The aim of the course is to establish prices for general insurance, and individual and group life insurance. Contents: financial annuities, loan repayment methods, mortality schedule, current and future value of various insurance annuities, one-time and annual life insurance premiums, the cost of annual insurance reserves, prices for general, individual, and group life insurance, pension payments, and savings, limited method fluctuations, Bulman method, underwriting of group health insurance, gross interest calculation factors, reinsurance, pensions, Markowitz portfolios, investment management, social insurance.
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Military Training
- Number of credits: 6
- Type of control: MC
- Description: Military Training
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Discrete mathematics and Mathematical logic
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to solve problems of a discrete type. This course examines sets and relationships and operations on them. We also introduce elements of number theory and combinatorics, elements of graph theory and Boolean functions. Completeness and consistency of the propositional calculus, independence of the system of axioms of the propositional calculus, Post's theorem on the completeness of functions of the algebra of logic and the Levenheim-Skolem theorem
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Partial Differential Equations
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Upon successful completion of this course, students should know and be able to apply in their professional activities the following theoretical and applied aspects of partial differential equations. Contents: The process of solving partial differential equations and the main theorems of partial differential equations. Classification of partial differential equations and their reduction to canonical form. Fourier methods; thermal potentials; extensions. Green's function, maximum principle. Cauchy problem, mixed problems, Duhamel's principle.
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Differential Equations
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Upon completion of this module, students should know and be able to apply the following theoretical and applied aspects of differential equations: basic concepts and methods for solving differential equations; DE of the first and higher orders; remote control system; existence, uniqueness, stability of solutions, boundary value problems, partial differential equations, classification, reduction to canonical form, Fourier methods; thermal potentials, Green's function, maximum principle, Cauchy problem, mixed problems, Duhamel principle.
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Foreign Language
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: to form the improvement of knowledge of foreign language communicative competence. The main methods of speech skills and foreign language communication skills are considered as a basis for the development of communicative competence; implementation of acquired speech skills in the process of searching, selecting and using material in English.
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Information-Communication Technologies
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: During the study of the discipline students will learn following aspects:ICT role in key sectors of development of society. Microsoft Office Windows Cybersafety. Internet technologies. Cloud and mobile technologies. Multimedia technologies. Smart Technology. E-technologies. Electronic business. E-learning. Electronic government. Information technologies in the professional sphere.
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Mathematical Analysis – II
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The content of the discipline is aimed at studying the theory of integrals, integration methods, the use of integrals for calculating the length of a curve, the area and volume of figures, the convergence of numerical series, the signs of the convergence of series, the convergence of functional series.
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Culturology
- Number of credits: 2
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Aim of discipline is to form a bachelor's understanding of the specifics of the development of national culture in the context of world culture and civilization, need to preserve the cultural code of the Kazakh people, ability to pursue in independent professional activity a strategy of preserving the cultural heritage.
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Linear algebra and analytical geometry
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: to acquaint with the basics of higher algebra and to develop the ability to apply the vector algebra method and the method of coordinates of analytical geometry in solving problems. Abstract: The set of complex numbers. Systems of linear algebraic equations. Matrices. Determinant’s theory. Vector space, subspaces.Linear dependence, base, and rank of the vector system. Matrix rank theorems. Vector algebra. Scalar, vector, mixed product of vectors. Equations of lines and planes.
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Mathematical statistics
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: mastering basic mathematical and statistical concepts; development of logical and algorithmic thinking abilities; mastering the fundamental methods of solving mathematical and statistical problems. Content: basic concepts of mathematical statistics within the relevant theory (sampling method; estimation theory; theory of statistical hypothesis testing); performing typical tasks using mathematical statistics methods (estimating an unknown parameter of the population; testing statistical hypotheses).
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Mathematical analysis
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Objective: to lay the foundations of fundamental concepts of mathematical analysis and to form the skills of studying the differential, integral calculus of functions of one variable, the theory of series. Tasks: numerical continuity, limit of functions, uniform continuity of functions; application of derivative, basic theorems of differential calculus, Taylor's formula; methods of integration, theorems on averages, use of definite integrals; convergence of numerical ranks, uniform equivalence of functional ranks, decomposition of functions into gradual ranks.
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Multivariable and Vector Analysis
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: to form skills of differential and integral calculus of functions of many variables, to acquaint with fundamental methods of calculation of curvilinear and superficial integrals, elements of field theory. Tasks: continuity of functions of many variables; private production; differentials of high order, extremums; Taylor's formula; multiple integrals, their applications; curvilinear, surface integrals; formulas of Stokes, Green, Ostrogradsky; elements of field theory.
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Introduction to Basic actuarial calculations of general insurance
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The goal of the course is to use the basic probability distributions, the maximum likelihood method, the theory of certainty to model losses for a portfolio of risks in general insurance. Contents: distributions of the frequency and severity of losses and cumulative losses, the use of the maximum likelihood method for estimating the parameters of the distribution of losses, the theory of reliability
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Fundamentals of pension insurance
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main objective of the course is to apply the theories of insurance and joint insurance annuities to pension plans, as well as to study the main modern methods for calculating and evaluating pension plans. Contents: actuarial valuation for defined contribution and defined benefit plans, determination of periodic contributions and pension payments for different pension plan calculation methods, pension plan financing.
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Fundamentals of Financial Mathematics
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Assimilation of the basic concepts and methods of quantitative analysis of financial transactions, methods and techniques of financial and economic calculations, the determination of the dependence of the final results on the main parameters of the financial operation, the change in the relationship between these parameters, the determination of their admissible boundary values, the development of algorithms for conducting financial transactions, Operation.
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Psychology
- Number of credits: 2
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of studying the discipline is to provide scientifically grounded training of highly qualified specialists on the basis of studying the fundamental concepts of psychology management, creating the necessary prerequisites for theoretical understanding and practical application of the most important management problems related to the process of professional development.
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Sociology
- Number of credits: 2
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The course presents general questions of theory and history of sociology, methodology and methods of sociological research, special sociological theories. This course is aimed at shaping the sociological imagination of students, basic ideas about the subject and methods of sociological research, topical problems and sociology branches.
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Stochastic processes
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: Acquaintance of students of the specialty "Actuarial Mathematics" with the basic concepts and results of stochastic (random) processes and their respective applications in actuarial science. Course content: Basic concepts and examples of stochastic processes; Introduction to stochastic analysis; Stochastic integrals over the Wiener process; Ito formulas; Binomial Model; Black-Scholes model; Stochastic differential equations.
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Probability Theory
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of studying the subject is to learn basic probability concepts; development of logical and algorithmic thinking; to master the basic methods of solving probabilistic problems, to learn the properties of optimization and assessment of solving applied problems using probability properties, numerical characteristics of random variables.
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Philosophy
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: to form a systematic understanding of philosophy and its main problems and methods in the context of future professional activities. The main content of ontology and metaphysics is considered in the context of the historical development of philosophy; the importance of key worldview concepts in the modern world.
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Theory of life contingencies
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main objective of this course is to study the theory of financial annuities and their application to loan repayment. The problem of bond redemption is also considered. Contents: Financial annuity, current and future value of various financial flows; the size of the payment, the internal rate of return for financial flows; purchase price of the bond; duration of the investment; interest theory. Annuities. Depreciation and sinking fund. Bonds.
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Numerical methods
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The aim of the discipline is to develop the skills of undergraduates in applying modern numerical methods of a high order of accuracy to solve problems in mechanics and energy, including in complex domain. As part of the course, undergraduates will learn to set up implementations of modern numerical methods for problems in mechanics and energy.
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Introduction to Actuarial Mathematics
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The aim of the discipline is to familiarize students with the basic principles and methods of actuarial mathematics, which is an important field of insurance mathematics. Actuarial mathematics deals with risk assessment and the management of financial flows related to insurance and pension programs. The content of the discipline: Contents: Introduction to actuarial mathematics, Mathematical models in actuarial mathematics, risk theory, study of the basic principles of insurance and pension programs, analysis of insurance products, calculation of premiums and reserves.
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Introduction to stochastic analysis
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the course is to familiarize students with the basic concepts and results of the theory of stochastic analysis and some of their important applications, successful assimilation by students of the basic concepts of the theory of stochastic analysis; Getting students the right idea about some of the fundamental results of the beginning of stochastic analysis; Familiarization of students with general approaches and methods of stochastic analysis. Processes with uncorrelated (orthogonal) increments. The stochastic integral of a non-random function over a process with uncorrelated increments. Stochastic Itô integral of a random function according to the Wiener process: the importance of forming an integral sum. Definition of a stochastic integral of a function with an integrable square.Stochastic differential. Ito's formula for change of variables. Multidimensional Itô formula.
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Real and Complex Analysis
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to analyze the mathematical description of the natural-science picture of the world, to get acquainted with the main methods for studying variables, these methods are based on the analysis of infinitesimal quantities and the use of the properties of the field of complex numbers.
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Mathematical Models in Economics
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: is to form students' basic knowledge of the basics of economic and mathematical modeling, and the ability to apply them to develop and analyze mathematical models of objects of various natures using mathematical apparatus and computer technology. Content: main criteria for constructing mathematical models; problems of optimization of transport problems and production, the analogy between models on the example of population growth, population, economic problems, biological processes, the movement of continuums; linearity and non-linearity of models, choice of methods.
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Markov Random Processes
- Number of credits: 5
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The course is designed for the first acquaintance with the theory of Markov processes, which today is the most developed section of the theory of general random processes. The purpose of the course is to form the ability to use the knowledge gained from the basic course of probability theory about random processes in the field of finance.
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Module of socio-political knowledge (Culture)
- Number of credits: 2
- Type of control: RK1+RK2 (100)
- Description: Aim оf discipline: to develop the ability to explain and interpret subject knowledge in all fields of science, shaping of the discipline. Sociology and sociological perspectives, social structure, form of policy, organizational structure, institutions, the legal and organizational rules, content, purpose, value, policy, concept and essence of culture, semiotics of culture, psychology of personality, psychology of interpersonal communication will be studied.
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Module of socio-political knowledge (Political science)
- Number of credits: 2
- Type of control: RK1+RK2 (100)
- Description: Aim оf discipline: to develop the ability to explain and interpret subject knowledge in all fields of science, shaping of the discipline. Sociology and sociological perspectives, social structure, form of policy, organizational structure, institutions, the legal and organizational rules, content, purpose, value, policy, concept and essence of culture, semiotics of culture, psychology of personality, psychology of interpersonal communication will be studied.
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Module of socio-political knowledge (Psychology)
- Number of credits: 2
- Type of control: RK1+RK2 (100)
- Description: Aim оf discipline: to develop the ability to explain and interpret subject knowledge in all fields of science, shaping of the discipline. Sociology and sociological perspectives, social structure, form of policy, organizational structure, institutions, the legal and organizational rules, content, purpose, value, policy, concept and essence of culture, semiotics of culture, psychology of personality, psychology of interpersonal communication will be studied.
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Module of socio-political knowledge (Sociology)
- Number of credits: 2
- Type of control: RK1+RK2 (100)
- Description: Aim оf discipline: to develop the ability to explain and interpret subject knowledge in all fields of science, shaping of the discipline. Sociology and sociological perspectives, social structure, form of policy, organizational structure, institutions, the legal and organizational rules, content, purpose, value, policy, concept and essence of culture, semiotics of culture, psychology of personality, psychology of interpersonal communication will be studied.
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Physical Training
- Number of credits: 2
- Type of control: РК(с оценкой)
- Description: The purpose of the discipline is the formation of social and personal competencies of students, ensuring the targeted use of the appropriate means of physical culture and sports for preservation, preparation for professional activities. As a result of studying the discipline, the graduate should know the role of physical culture in human development.
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Probability andstatistics
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Upon successful completion of this course, students should know the following theoretical and applied aspects and be able to apply them in their professional activities. Course content: basic concepts of probability theory, basic probability formulas; event; random variables and their numerical characteristics; laws of large numbers and central limit theorems, sampling, point and interval estimates, testing of statistical hypotheses.
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Introduction to Applied Statistics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main goal of the proposed course is to introduce students of the specialty of actuarial mathematics with the basic concepts, results, and examples of important practical applications of modern applied statistics. At the same time, much attention will be paid to problems related to actuarial mathematics. Gets skills in the application of methods of applied statistics and is able to apply these methods to solve typical standard tasks; Receives a clear understanding of the relationships of this discipline with other disciplines of the selected educational program.
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Discrete mathematics and Mathematical logic
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to solve problems of a discrete type. This course examines sets and relationships and operations on them. We also introduce elements of number theory and combinatorics, elements of graph theory, and Boolean functions. Completeness and consistency of the propositional calculus, independence of the system of axioms of the propositional calculus, Post's theorem on the completeness of functions of the algebra of logic, and the Levenheim-Skolem theorem
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Markov random processes
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use basic probabilistic knowledge on random processes in finance. Content of discipline: Discrete Markov process with discrete time. Markov homogeneous and inhomogeneous chain. Discrete Markov process with continuous time. Poisson stationery and non-stationary flow of events. Final probabilities of states of a homogeneous Markov chain. The final probabilities of the states of the system in which the discrete homogeneous Markov process with continuous time. The process of death and reproduction.
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Multidimensional Statistical Analysis
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Multivariate statistical analysis' is an important probabilistic-statistical discipline in the study of economic and social phenomena. The aim of the discipline is to form students' scientific understanding of multidimensional statistical analysis of random socio-economic phenomena. Content: Purpose, content and main stages of multivariate statistical analysis. Multiple correlation analysis. Classification of multivariate observations without training, cluster analysis. Classification of multivariate observations in the presence of training samples, discriminant analysis. Analysis of variance. Classification of multivariate observations without training. Canonical correlations.
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Non-parametric statistic and learning theory
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: Studying the estimate of the density of the one-dimensional kernel, approximation of the displacement, the estimate of the distribution function. Minimizing the mean square error Nonparametric estimation of the regression function. Contents: Tests of hypotheses. Chi-square test, Kolmogorov-Smirnov test). Estimate of the Rosenblatt density and the main asymptotic results. An example of estimating the density of a one-dimensional kernel. Nonparametric regression function estimator: kernel estimator, local polynomial, estimator, spline estimator
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Economic-mathematical models
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: is to form students' basic knowledge of the basics of economic and mathematical modeling, and the ability to apply them to develop and analyze mathematical models of objects of various natures using mathematical apparatus and computer technology. Content: main criteria for constructing mathematical models; problems of optimization of transport problems and production, the analogy between models on the example of population growth, population, economic problems, biological processes, the movement of continuums; linearity and non-linearity of models, choice of methods, numerical analysis; conclusions and recommendations on the models.
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Legal Bases of Corruption Control
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The goal of the discipline is to form a responsible attitude and the ability to demonstrate in practice the application of the principles and norms of anti-corruption legislation in order to prevent corruption offenses, to form intolerance towards corruption, an anti-corruption culture in everyday life and at the workplace, civil liability. The following will be studied: anti-corruption legislation, the system and activities of anti-corruption subjects, causes and conditions conducive to corruption, anti-corruption policy, international experience in combating corruption.
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Entrepreneurship
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: to form basic knowledge in the field of theory and practice of creating your own business, necessary for the formation of: an economic way of thinking. The internal and external environment of business entrepreneurship are considered; state regulation and the role of the state for the business environment
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Actuarial principles and their applications-1
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Study of different methods for assessing the provision of losses in general insurance. Content: Using a TIBAII calculator, Bonds. Modified duration of bonds, Life insurance annuity. Life insurance: design, sales, product underwriting. Estimates of reserves: methods of net premium and gross premium. Loss of value methods. Bornhütter-Fergusson method, chain ladder methods. Losses reserve estimation methods in general insurance: Mac's model
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Actuarial principles and their applications-2
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Exploring different methods of group insurance and pensions. Content: Pricing. Limited fluctuation method. Buhlmann's method. Group insurance. Underwriting Group health insurance. Factors considered when calculating gross premiums. Group Health Insurance Gross Prize. Reinsurance.. Pensions. Defined Benefit Plan (DB). and by definite contributions (DC). Markowitz briefcases. Investment management. Principles of social insurance.
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Al-Farabi and Modernity
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Aim of the discipline: to form students' ideas about the scientific and philosophical heritage of the great Turkic thinker Abu Nasr al-Farabi in developing the world and national culture. Learning outcomes: explain the main philosophical contents al-Farabi's heritage and his influence on the formation of Turkic philosophy; influence European Renaissance.
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Machine Learning
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of course is to teach students the basics of machine learning methods, their application in solving practical problems and an in-depth study of some of them. It aims to introduce students to the theoretical foundations and practical skills needed to work with data and create machine learning models.
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Scientific Research Methods
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Objective - to develop skills in cognitive activity in the field of science. To use methods of scientific research for understanding and assimilating information. To be able to describe the object of research. To master methods of search, processing of scientific information, systematization, analysis, synthesis to obtain an objective content of scientific knowledge. To apply analytical and practical research methods and argumentation systems for justification, assertion, evaluation.
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Programming
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Teaching programming and acquiring knowledge and skills of students to implement data processing algorithms. Contents: Nested loops. Syntax and semantics of loop operators. Break and continue. Initialization of arrays. Functions without parameters. Recursive functions. Dynamic variables. Functions for working with files. Lines. Lists. Hash table. Binary search. Reverse Polish Notation Algorithm.
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Programming in Python
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The discipline is designed to learn modern language useful for writing compact codes specifically designed for programming in the field of server-side web development, data analysis, artificial intelligence and scientific computing. Contents: Introduction to Python programming. Creating and running Python programs. Data types. Functions and control structures. Modules and packages. Fundamentals of object-oriented programming. File management. procedural programming. Debugging, testing and profiling programs. Processes and threads. Python regular expression language. Parsing basics.
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Programming in High-Level Languages
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The goal of the course is to form professional competencies in programming in high-level languages. Will be considered: the structure of object-oriented programming using high-level languages, аlgorithms, simple data structures and object-oriented concepts, object-oriented design, event-driven programming, network programming in high level languages, enter data and print the results of the program, create, compile and run object-oriented programs using VS.
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Database management system
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: is to develop students' ability to design relational databases and work with their main components. Contents: Databases. The concept of a relational model. Basic SQL data. Basic operators. Types of table connections. Set operators. Line, numeric, time data. Aggregate functions. External, cross, natural compounds. Conditional logic. Case expression. Transactions. Indices, restrictions. Working with scenes. Metadata.
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Time series statistics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: presentation of the basic concepts of the theory of time series: random process or time series, basic models of time series and parameter estimation. The issues of non-parametric estimation necessary for solving applied and scientific problems are considered.
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Stochastic financial mathematics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to solve problems in stochastic financial mathematics and the ability to apply theoretical and applied aspects in professional activities. Contents: Binomial pricing model (expectation of a discrete random process, martingale, stochastic integral in discrete time, arbitrage, pricing models of financial assets, discrete random walk). Fundamentals of stochastic calculus, Brownian motion, Itô integral, Itô process, stochastic differential equations.
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Stochastic models of actuarial mathematics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to apply the theory and methods of financial mathematics to solve problems of stochastic financial mathematics, which is a branch of applied mathematics dedicated to the study of financial markets using the apparatus of stochastic calculus. Contents: Discrete and continuous time. Risk-neutral and realistic measure. Currency, stocks and commodities, Interest rates, Credit risk management tools, Structural, frequency approach. Complex derivatives. Modeling volatility. Modeling of correlations.
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Martingale theory in life insurance
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: At the end of the course, the student should develop a deep understanding of renewal theory, perturbation methods, and martingale methods as applied to problems in risk theory. Students should develop problem-solving skills for reserving claims and estimating the probabilities of ruin in insurance, in cases of classical and sub-exponential claims, and some of their standard generalizations. Contents: theory The Cramer-Lundberg model in the subexponential case and some of its extensions. Requirements redundancy (chain ladder method, Mack's formula).
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Abais Teaching
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The goal of the discipline is to form in future specialists the ability to self-knowledge, the use of Abai's doctrine as the basis of spirituality and intellectuality of modern Kazakhstan, the application of their professional knowledge, understanding and abilities through the prism of humanism and education in order to strengthen the unity of the country and civil solidarity of society.The following will be studied: the concept of the teachings of Abai; sources of teaching; components of Abai's doctrine; categories of Abai's doctrine; measuring instruments of the teachings of Abai; the essence and meaning of Abai’s doctrine.
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Financial Statistics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use the results of statistics to the tasks of modern financial statistics. Contents: Technical analysis and e-commerce systems The rate of return and the riskiness of the portfolio; maximizing profit per unit of risk Investment and portfolio selection strategy. Estimating Nonparametric Density ARMA processes ARIMA and single root processes ARCH-GARCH models Deterministic trends Simple and exponential moving averages Forecast score Factor analysis Kalman filter Duration Major Component Analysis
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Ecology and Human Life Safety
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The goal of the discipline is to form a number of key competencies based on modern environmental management concepts that implement the principles of harmonious optimization of the conditions for human interaction with nature, including in the process of tourist and recreational activities.The following will be studied: the principles of sustainable development, conservation and reproduction of natural resources to ensure the safety of human life, methods for assessing and minimizing risks, protecting against dangers, including during travel, measures to eliminate the consequences of accidents, anthropogenic disasters, natural disasters, environmental protection and rational environmental management.
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Mathematical Modeling
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The objective of the discipline is to study the methods and principles of creating mathematical models that can describe and analyze real systems and phenomena using mathematical concepts and tools.To develop students' ability to create basic principles of mathematical modeling, analysis and cross-application boards and increase literacy.Subject content: basic concepts of mathematical modeling theory, mathematical methods, differential equations, statistical methods, optimization, application of mathematical modeling in various fields. Monte Carlo method, mathematical modeling in the software environment.
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Mathematical Models of Investment
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the course: is to study modern models used as an investment tool. Contents: Modern portfolio theory, the profitability of financial assets. Bond yields with tax and price volatility, options, and VaR stochastic hedging. Markowitz portfolio means deviation. Sharp-Lintner. Market safety net. Capital market network. Arbitrage price theory. Models: capital pricing; factor; making random stochastic decisions; Black-Scholes market model. Black-Scholz equation. Market risk assessment.
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Fundamentals of pension insurance
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main objective of the course is to apply the theories of insurance and joint insurance annuities to pension plans, as well as to study the main modern methods for calculating and evaluating pension plans. Contents: actuarial valuation for defined contribution and defined benefit plans, determination of periodic contributions and pension payments for different pension plan calculation methods, pension plan financing.
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Stochastic Models of Financial (actuarial) Mathematics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The aim of the subject is to study stochastic models, analyze meeting processes and study stochastic models used for risk assessment. Content: Analysis of the main summaries and principles of stochastic models, application of stochastic processes in financial and actuarial mathematics, Markov processes, stochastic integral, which plays an important role in the process of modeling financial and actuarial data, Ito processes and diffusion processes, modeling of financial aspects and risk.
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Life Insurance Theory
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The main objective of this course is to study the theory of financial annuities and their application to loan repayment. The problem of bond redemption is also considered. Contents: Financial annuity, the current and future value of various financial flows; the size of the payment, the internal rate of return for financial flows; purchase price of the bond; duration of the investment; interest theory. Annuities. Depreciation and sinking fund. Bonds.
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Pre-diploma
- Type of control: Защита практики
- Description: The goal of the practice is to form the ability to integrate the theory and methodology of technological and chemical disciplines to solve practical problems related to future professional activities. The practice is aimed at the formation of an independent solution to real problems in the field of chemical technology of inorganic substances using the competencies obtained in the course of mastering the educational program.
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Production
- Type of control: Защита практики
- Description: Consolidation of theoretical and practical knowledge obtained at the university, familiarization with the organization and production technology, the acquisition of practical skills and professional experience in the field of study. As a result of the internship, the student will be able to study and analyze the necessary information, to carry out the necessary calculations using modern technical means.
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Educational
- Type of control: Защита практики
- Description: Сonsolidation of the received theoretical knowledge, professional orientation of students; familiarization and study of the organization of activity, structure, directions of scientific activity of the department, faculty, university. - use knowledge of physical laws and theories to explain the structure of matter, forces and interactions in nature, the origin of fields; use acquired knowledge in practice and in everyday life;