课程代码：121303A Course Code：121303A
课程名称：风险理论分析 Course Name：Theory of risk analysis
学时：48=32+16 Periods：48=32+16
学分：3 Credits：3
考核方式：考试 Assessment：Examination
先修课程：概率论与数理统计 Preparatory Courses：Probability and Mathematical
随机过程 Statistics, Stochastic Process
《风险理论分析》是金融数学专业一门重要的专业必修课，主要包含两部分内容。第一部分为保险风险与精算科学,以概率论和数理统计为基础，结合经济学与金融学知识，研究保险领域风险事件的出险规律、对保险业务中各种风险因素及其造成的损失进行分析预测，从而实现科学的风险管理。主要介绍生命表、人寿保险、生存年金、责任准备金、个体风险模型、集体风险模型、分类费率的厘定方法等相关问题。第二部分为金融风险管理,包括: 风险理论的基本知识、交易员的风险管理、利率风险管理、信用风险管理、操作风险管理、市场风险管理、流动性风险管理等。通过理论知识联系实际案例，使学生初步掌握保险风险与金融风险的基本理论、基本技能和基本方法，培养学生利用所学知识解决实际问题的能力。
“Theory of risk analysis” is an important professional required course for the undergraduate majored in financial mathematics, mainly includes two parts. The first part is insurance risk and actuarial science, which is based on probability theory and mathematical statistics, in combination with economics and finance knowledge, studies the dangerous rule of risk incidents in the insurance area, analyzes and predicts the various risk factors and its loss on the insurance business in order to achieve a scientific risk management. This part mainly introduces life table、life insurance、life annuities、liability reserve funds、individual risk model、the collective risk model、classification rate set methods and related problems. The second part is the financial risk management, including basic knowledge of risk theory, traders’ risk management, interest rate risk management, credit risk management, operational risk management, market risk management, liquidity risk management. Through the theoretical knowledge with practice case, make the students master the basic theory、basic skills and basic methods of insurance risk and financial risk, train the students’ ability to use knowledge to solve practical problems.
