Magistracy
Speciality Name:
Actuarial Mathematics
Faculty:
Mechanics and Mathematics
Qualification:
- Scientific and pedagogical direction - Master of Natural Sciences
- Model of graduating student
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Mandatory
disciplines
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Elective
disciplines
- Professional
ON 1. Demonstrate knowledge of modern methods of pedagogy and psychology of higher education and apply them in teaching activities;
ON 2. On the basis of deep system knowledge in the subject area, analyze the degree of complexity of actuarial tasks and provide applied interpretations;
ON 3. Competently use linguistic and cultural linguistic knowledge for communication in a multilingual and multicultural society of the Republic of Kazakhstan and in the international arena;
ON 4. Apply knowledge and skills in mathematical and computer modeling, use modern programming languages, as well as modern software packages for solving problems in the field of insurance and financial risks;
ON 5. Summarize the results of research and analytical work in relevant areas of science in the form of participation in research projects and tenders, in the development of state laws, projects, speaking at conferences, publishing articles;
ON 6.Teach special mathematical disciplines in universities and colleges;
ON 7. Create search algorithms for various queries in databases using numbering theory;
ON 8. Plan and implement forecasts in various risk-related areas, assessing the accuracy and reliability of simulation results;
ON 9. Develop products for various financial security systems: life insurance, medical insurance, general insurance, pension systems and investing;
ON 10. Build different mathematical and economic models of the object under study on the basis of the principles and tools of mathematical methods for making management decisions;
ON 11. Develop tariffs (pricing), reservations in the general insurance, life insurance and reinsurance industries;
ON 12. Choose methods that are applicable to their own research; communicate and substantiate their conclusions and knowledge used to formulate them to specialists and non-specialists.
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Psychology of management
- Number of credits: 3
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Formation of knowledge about the fundamental concepts of management psychology for the practical application of the most critical aspects of management in professional interaction. Basic principles of management psychology, personality in management interactions, management of personality behavior, modern ideas, psychology of managing group phenomena, motivation, and practical reflection.
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Foreign Language (professional)
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose is to acquire and improve competencies by international standards of foreign language education and to communicate in an intercultural, professional, and scientific environment. A master's student must integrate new information, understand the organization of languages, interact in society, and defend his point of view.
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History and Philosophy of Science
- Number of credits: 3
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: Understanding of modern philosophy as a system of scientific knowledge, including worldview in rational-theoretical comprehension. The discipline includes aspects of the evolution and development of scientific thinking, historical moments, the contribution of scientists and scientific schools to the formation of science, and ethical and social aspects of scientific activity.
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General insurance: ratemaking, reserving and reinsurance
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use modern methods of statistical assessment of insurance premiums and reserves.
The discipline is aimed at studying: the principles of general insurance, the creation of insurance products, underwriting, pricing, premium adjustments, losses and expenses, risk classification and their implementation, insurance reserves.
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Organization and Planning of Scientific Research (in English)
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline is to train masters in conducting scientific research, carrying out scientific and methodological work, socializing young students and their participation in the corporate governance system of Organization of higher and postgraduate education (OHPE). Undergraduates learn to interact with OHPE stakeholders, participate in research projects.
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Pedagogy of Higher education
- Number of credits: 3
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose is the formation of the ability of pedagogical activity through the knowledge of higher education didactics, theories of upbringing and education management, analysis, and self-assessment of teaching activities. The course covers the educational activity design of specialists, Bologna process implementation, acquiring a lecturer, and curatorial skills by TLA-strategies.
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Pension Plans
- Number of credits: 9
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use methods of calculating the evaluation of pension plans and their applications. The discipline is aimed at studying the calculations of the annuity factor, joint insurance annuities, methods of calculating premiums and reserves, methods of risk assessment in pension plans, methods of financing social insurance.
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Stochastic analysis
- Number of credits: 6
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Assimilation of the basic concepts of the theory presented; acquisition of practical skills in working with educational and scientific literature on the basics of stochastic calculus.
Ability: To distinguish between classes of the theory of random processes; to prove martingale and semi-martingale equalities and inequalities; to apply the Ito formula.
Data for 2021-2024 years
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Calculation methods in life insurance
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use methods of calculating insurance premiums, insurance reserves in life insurance.
The discipline is aimed at studying the following issues: creation of insurance products and underwriting; pricing, actuarial modeling, methods of calculating insurance premiums, insurance reserves for individual and group insurance, construction of mortality tables.
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Models of individual and collective risks
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of the discipline: the formation of the ability to apply modern models
of individual and collective risks. The considered models are designed to
determine the probabilistic model of potential losses used in determining insurance rates, reserves, and reinsurance, taking into account the distribution of cumulative annual losses.
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Actuarial calculations in group and health insurance
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: The purpose of this discipline is to form the necessary knowledge among undergraduates in the field of calculating insurance premiums, payments, reserves, testing the profitability of group insurance and medical insurance products. The content of the discipline is aimed at studying the types of medical expenses coverage.
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Additional chapters of probability theory
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Purpose: to acquaint undergraduates with the basic concepts, theoretical, practical applications of modern applied statistics.
Tasks: mastering the main results by undergraduates for their subsequent effective use in their activities.
Results: students are trained in the technique of applying stochastic analysis methods and the theory of stochastic curvature.
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Basics of Actuarial Models
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use actuarial models for general insurance tasks.
The content of the discipline is aimed at studying risk/loss models (individual and collective), reliability theory, utility theory and insurance economics and their application to specific tasks of general insurance.
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Applied Econometrics
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Objective: to form an idea about the construction of applied econometric models, their use for real economic processes.
Learning outcomes: explain the principles of applied econometrics; analyze and predict real econometric problems; apply linear multiple regression models; interpret linear multiple regression models; develop research tasks using econometric modeling skills.
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Reliability theory and its application in insurance
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: To form the ability to use modern methods of reliability theory in insurance.
The content of the discipline is aimed at studying the basic methods of reliability theory, models of individual and collective risks and their application to solutions of practical problems in insurance, properties of complex distributions.
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Theory of Investment
- Type of control: [RK1+MT+RK2+Exam] (100)
- Description: Objective: knowledge of the basic concepts and methods of financial modeling, the ability to determine the expected risk and profitability of portfolios; evaluate the effectiveness of a passive investment strategy.
The course examines the expected return and standard deviation of the investment portfolio, the theory of building Markowitz portfolios.
Data for 2021-2024 years
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Pedagogical
- Type of control: Защита практики
- Description: Aim оf discipline: formation of the ability to carry out educational activities in universities, to design the educational process and conduct certain types of training sessions using innovative educational technologies.
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Research
- Type of control: Защита практики
- Description: The purpose of the practice: gaining experience in the study of an actual scientific problem, expand the professional knowledge gained in the learning process, and developing practical skills for conducting independent scientific work. The practice is aimed at developing the skills of research, analysis and application of economic knowledge.
Data for 2021-2024 years
