To develop the building of life tables and the stochastic theory of life insurance
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).
The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
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
Class participation and written examination, in French Support : Slides provided through icampus
