Opleiding: PrEMAS 4 Econometrics and Academic Skills
Wil je actuaris worden? Kun je kritisch denken en heb je statistisch inzich? Onze premastermodules zijn dé manier om je voor te bereiden voor de opleiding tot actuaris.
The first part focuses on the theory and application of the linear regression model and covers the assumptions that are required for the identification and estimation of the model parameters. The students will derive the asymptotic properties of the ordinary least squares estimator and will learn how to interpret results, assess the validity of a chosen model, test hypotheses and make predictions.
In the second part of the course, the students will learn about methods that can be used when some of the assumptions underlying the linear regression model do not hold. Maximum likelihood estimation is applied to estimate models with binary outcomes (logit, probit) or with censored outcome data (Tobit). Methods that can be used to model stationary time series are also covered in this part.
Throughout the course, students will apply the methods to data from the financial, actuarial and economics domain using statistical programming language R. During these exercises we will discuss principles of modelling, sensitivity analysis, assumption checking, interpretation of the model output and reproducibility of results.
Je kunt toegang krijgen tot de PrEMAS indien je beschikt over:
* Bachelor Diploma Actuarieel Analist
* Post-bachelor diploma Actuarieel Analist
* Masterdiploma Wiskunde
* Masterdiploma Natuurkunde
* Masterdiploma Econometrie
Heb je een ander masterdiploma, maar heb je wel interesse, neem dan contact op voor de mogelijkheden.
Voor basis actuariële berekeningen: Actuarieel Rekenen
Voor analytische actuariële kennis en vaardigheden: Postbachelor Actuarieel Analist
Vervolg: Executive Master of Actuarial Science
