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

Semester Spring Semester 2017
Lecturers M. Koller
Periodicity yearly course
Language of instruction English


Abstract Stochastic 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