 Aims
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)
Main themes
Theory and application of statistical methods to the pricing of life related risks
Content and teaching methods
Contenu
- From life insurance to life related insurance: multi states models
- Markov models of pricing in life related insurance
- Semi Markov models and pricing in lifre related insurance
Programmes in which this activity is taught
|
ACTU2MS
|
Master en sciences actuarielles, à finalité spécialisée
|
| |
|
ACTU3DS
|
Diplôme d'études spécialisées en sciences actuarielles
|
| |
Other credits in programs
|
ACTU22MS
|
Deuxième année du master en sciences actuarielles, à finalité spécialisée
|
(4.5 credits)
|
Mandatory
|
|
ACTU3DS
|
Diplôme d'études spécialisées en sciences actuarielles
|
(4.5 credits)
|
Mandatory
|
|
