401-3923-00L  Selected Topics in Life Insurance Mathematics

SemesterSpring Semester 2017
LecturersM. Koller
Periodicityyearly course
Language of instructionEnglish


AbstractStochastic Models for Life insurance
1) Markov chains
2) Stochastic Processes for demography and interest rates
3) Cash flow streams and reserves
4) Mathematical Reserves and Thiele's differential equation
5) Theorem of Hattendorff
6) Unit linked policies
Objective