ACTL4002 (v.2) Actuarial Asset Liability Management
| Area: | School of Elec Eng, Comp and Math Sci (EECMS) |
|---|---|
| Credits: | 25.0 |
| Contact Hours: | 4.0 |
| TUITION PATTERNS: | The tuition pattern provides details of the types of classes and their duration. This is to be used as a guide only. Precise information is included in the unit outline. |
| Lecture: | 1 x 2 Hours Weekly |
| Tutorial: | 1 x 1 Hours Weekly |
| Workshop: | 1 x 1 Hours Weekly |
| Equivalent(s): |
313830 (v.1)
Actuarial lnvestments and Asset Modelling 402
or any previous version
|
| Prerequisite(s): |
STAT3006 (v.1)
Investment Science 1
or any previous version
OR 311628 (v.2) Investment Science 301 or any previous version OR STAT5003 (v.1) Investment Science 1 or any previous version OR 311632 (v.1) Investment Science 501 or any previous version |
| UNIT REFERENCES, TEXTS, OUTCOMES AND ASSESSMENT DETAILS: | The most up-to-date information about unit references, texts and outcomes, will be provided in the unit outline. |
| Syllabus: | Develop the Asset Liability Management process, using the Actuarial Control Cycle. Construct, critically evaluate and apply asset models that are appropriate to the management of liabilities. The outcome of such an exercise is usually an investment strategy for managing the liabilities. Practical, hands-on modelling experience is developed through the use of R and EXCEL (students are assumed to have functional R and EXCEL skills prior to commencement of this unit). |
| Field of Education: | 081103 Insurance and Actuarial Studies |
| Result Type: | Grade/Mark |
Availability
| Year | Location | Period | Internal | Partially Online Internal | Fully Online |
|---|---|---|---|---|---|
| 2020 | Bentley Campus | Semester 2 | Y |
Partially Online Internal refers to some (a portion of) learning provided by interacting with or downloading pre-packaged material from the Internet but with regular and ongoing participation with a face-to-face component retained. Excludes partially online internal course/units run through the Curtin Bentley-based Distance Education Area which remain Central External
Fully Online refers to the main (larger portion of) mode of learning provided via Internet interaction (including the downloading of pre-packaged material on the Internet). Excludes online course/units run through the Curtin Bentley-based Distance Education Area which remain Central External
Disclaimer
Information in this publication is correct at the time of printing but may be subject to change.
In particular, the University reserves the right to change the content and/or method of assessment, to change or alter tuition fees of any unit of study, to withdraw any unit of study or program which it offers, to impose limitations on enrolment in any unit or program, and/ or to vary arrangements for any program.
This material does not purport to constitute legal or professional advice.
Curtin accepts no responsibility for and makes no representations, whether express or implied, as to the accuracy or reliability in any respect of any material in this publication.
Except to the extent mandated otherwise by legislation, Curtin University does not accept responsibility for the consequences of any reliance which may be placed on this material by any person.
Curtin will not be liable to you or to any other person for any loss or damage (including direct, consequential or economic loss or damage) however caused and whether by negligence or otherwise which may result directly or indirectly from the use of this publication.
International students
International students studying in Australia on a student visa can only study full-time and there are also specific entry requirements that must be met. As some information contained in this publication may not be applicable to international students, refer to international.curtin.edu.au for further information. Australian citizens, permanent residents and international students studying outside Australia may have the choice of full-time, part-time and external study, depending on course availability and in-country requirements.
