• Asset classes
• Capital markets
• Risk
• Modern portfolio theory (MPT)
• Valuation of financial instruments
• Institutional investors
• Individual investors
• Actuarial techniques
• Investment performance measurement
• Regulatory and tax aspects and other restrictions

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• Actuarial control cycle
• Principles of life insurance
• Risk and uncertainty in life insurance
• Data and its verification
• Determination of product design and setting actuarial assumptions
• Pricing and valuation of life insurance contracts
• Surrenders and policy alterations
• The principles of investment and asset - liability matching
• Solvency
• Reinsurance and underwriting
• Analysis of experience
• Value of life insurance company
• Capital requirement

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• Actuarial control cycle
• Principles of general insurance
• Risk and uncertainty in general insurance
• Data and data verification
• Product costing
• Methods and reserving bases
• Determining appropriate reinsurance
• Investment principles and asset-liability matching
• Analysis of experience

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• Goals and basic principles
• PAYG pension schemes
• Funded pension systems ­ defined benefit schemes
• Funded pension systems ­ defined contributions schemes
• Techniques of actuarial valuations

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• Brownovo gibanje
• Stohastički račun
• Black-Scholes-Mertonov model
• Ekvivalentna martingalna mjera
• Egzotične opcije
• Američke opcije

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• Osnovni problemi i ideje teorije ekstremnih vrijednosti
• Domene atrakcije maksimuma (MDA)
• Asimptotsko ponašanje uređajnih statistika
• Procjena
• Analiza ekstrema višedimenzionalnih podataka
• Ekstremalno ponašanje stacionarnih procesa

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