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

Other credits in programs