LIFE RELATED INSURANCE [ LACTU2230 ]
5.0 crédits ECTS
30.0 h
1q
| Teacher(s) |
Denuit Michel ;
|
| Language |
English
|
Place
of the course |
Louvain-la-Neuve
|
| Main themes |
Theory and application of statistical methods to the pricing of disability and health insurances
|
| Aims |
The aim of the course is to present the methods used for the pricing of life related insurance (essentially with Markov and semi Markov processes)
|
| Content |
Content
The following topics will be developed:
From life insurance to life related insurance: multi states models
- Markov models of pricing in life related insurance
- Semi Markov models and pricing in life related insurance
Methods
In-class activities
X0 Lectures
X0 Exercices/PT
At home activities
X0 Exercices to prepare the lecture
X0 Paper work
|
| Other information |
Evaluation : Class participation and written examination, in French
Support : Slides provided through icampus
|
Cycle et année
d'étude |
> Master [120] in Actuarial Science
> Master [120] in Statistics: General
|
Faculty or entity
in charge |
> LSBA
|
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