Practical education of Non-Life Actuarial Mathematics with R: Innovative experience in the University of Barcelona
DOI:
https://doi.org/10.1344/reire2012.5.1517Keywords:
European Higher Education Area, New technologies, Free software, Programming language R, Actuarial and Financial SciencesAbstract
In this work it is explained the innovative experience realized in the subject of Non-Life Actuarial Mathematics inside the project REDICE2008 (A0801-06). The experience consists of the change of the practical education of the above mentioned subject incorporating the programming language R, together with the new packages that include functions on mathematics and actuarial statistics. After an introduction, in the work it is commented the precedents of the practical education of the subject in the University of Barcelona and also the situation in Spain of thirteen universities that nowadays they give the Master in Actuarial and Financial Sciences. Later the development of the project is described, noticing the difficulties that there implies a change of this type for students and teachers, and the most important results of the innovation are detailed. The work finishes with the conclusions and diverse annexes with the models of survey gone on to students and universities.References
Costa, T., Alegre, A., Boj, E., Claramunt, M. M., Mármol, M., Morillo, I. (2009). Una reflexió sobre la relació entre el grau de presencialitat i el procés d'aprenentatge-avaluació. RIDU: Revista d’Innovació Docent Universitària, 1, 16–26. http://www.raco.cat/index.php/RIDU/article/view/10.1344-05.000000286/178000
Claramunt, M. M., Boj, E., Costa, T., y Mármol, M. (2010) Enseñanza práctica de la Matemática Actuarial No Vida con R: Análisis de una experiencia innovadora. Ponencia presentada en el VI Congreso Internacional de Docencia Universitaria e Innovación CIDUI2010, celebrado en Barcelona, el 30 de junio, 1 y 2 de julio de 2010.
Dutang, Ch., Goulet, V., and Pigeon, M. (2008). actuar: An R Package for Actuarial Science. Journal of Statistical Software, 25:7, 1–37.
Gesmann, M. (2009). Package ‘ChainLadder’. Mack-, Bootstrap and Munich-chain-ladder methods for insurance claims reserving. http://code.google.com/p/chainladder/
Goulet, V., and Pouliot, L. P. (2009). Simulation of compound hierarchical models in R. North American Actuarial Journal, 12:4, 401–412.
Kaas, R., Goovaerts, M., Dhaene, J., and Denuit, M. (2008). Modern Actuarial Risk Theory Using R. Second Edition. Heidelberg: Springer.
Downloads
Published
How to Cite
Issue
Section
License
Authors keep authorship rights and confer to REIRE the rights of article’s first publication.
All the contents included into REIRE Revista d’innovació i Recerca en Educació are under Creative Commons 4.0 International license attribution, which allows the article’s reproduction, distribution and public communication, whenever authorship and the journal’s title is quoted.
