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)
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Main themes
Theory and application of statistical methods to the pricing of life related risks
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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
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Other credits in programs
ACTU22MS
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Deuxième année du master en sciences actuarielles, à finalité spécialisée
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(4.5 credits)
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Mandatory
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