UCL - LIFE INSURANCE 2

[ACTU2060]

[30h] 5 credits

This course is taught in the 2d semester.

Teacher(s): Michel Denuit

Language: French

Level: Second

Aims
Main themes
Content and teaching methods
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Aims

The aim of this course is to present the stochastic techniques of life insurance . It is a supplement to the course ACTU 2121 ( Life Insurance).

Main themes

To develop the building of life tables and the stochastic theory of life insurance

Content and teaching methods

Content
The following topics will be developed:
- how to build a life table
- Projection of future mortality
- Management of life insurance portfolios and securitization
Methods
In-class activities
X0 Lectures
X0 Exercices/PT

At home activities
X0 Exercices to prepare the lecture
X0 Paper work

Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)

Class participation and written examination, in French

Support : Slides provided through icampus