Theory and application of statistical methods to the pricing of disability and health insurances
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)
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: 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
Evaluation : Class participation and written examination, in French Support : Slides provided through icampus
