LIFE INSURANCE 2 [ LACTU2060 ]
5.0 crédits ECTS
30.0 h
2q
Teacher(s) |
Denuit Michel ;
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Language |
French
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Place of the course |
Louvain-la-Neuve
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Main themes |
To develop the building of life tables and the stochastic theory of life insurance
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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).
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Content |
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
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Other information |
Class participation and written examination, in French
Support : Slides provided through icampus
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Cycle et année d'étude |
> Master [120] in Mathematical Engineering
> Master [120] in Actuarial Science
> Master [120] in Statistics: General
> Master [120] in Mathematics
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Faculty or entity in charge |
> LSBA
|
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