Due to the COVID-19 crisis, the information below is subject to change,
in particular that concerning the teaching mode (presential, distance or in a comodal or hybrid format).
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) |
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
