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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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