5 credits
30.0 h
Q2
Teacher(s)
Denuit Michel; Hainaut Donatien; Trufin Julien (compensates Denuit Michel);
Language
French
Main themes
To develop the building of life tables and the stochastic theory of life insurance
Aims
At the end of this learning unit, the student is able to : | |
| 1 | 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
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
Other information
Class participation and written examination, in French Support : Slides provided through icampus
Bibliography
Les transparents se basent principalement sur
- Delwarde, A., Denuit, M. (2005). Construction de Tables de Mortalité Périodiques et Prospectives. Collection Audit-Actuariat-Assurance, Economica, Paris.
- Denuit, M., Robert, C. (2007). Actuariat des Assurances de Personnes: Modélisation, Tarification et Provisionnement. Collection Audit-Actuariat-Assurance, Economica, Paris.
Faculty or entity
LSBA
