Note from June 29, 2020
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
Although we do not yet know how long the social distancing related to the Covid-19 pandemic will last, and regardless of the changes that had to be made in the evaluation of the June 2020 session in relation to what is provided for in this learning unit description, new learnig unit evaluation methods may still be adopted by the teachers; details of these methods have been - or will be - communicated to the students by the teachers, as soon as possible.
7 credits
45.0 h
Q2
Teacher(s)
Denuit Michel;
Language
French
Aims
At the end of this learning unit, the student is able to : | |
| 1 |
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”.
Bibliography
Matériel disponible en ligne, complété si nécessaire par
- Delwarde, A., Denuit, M. (2005). Construction de Tables de Mortalité Périodiques et Prospectives. Collection AuditActuariat-Assurance, Economica, Paris.
- Denuit, M., Robert, C. (2007). Actuariat des Assurances de Personnes: Modélisation, Tarification et Provisionnement. Collection AuditActuariat-Assurance, Economica, Paris.
Teaching materials
- Matériel disponible en ligne
Faculty or entity
LSBA
