105.044 Life insurance mathematics exercises
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2009W, UE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: UE Exercise

Aim of course

Learn to solve and present concrete exercises related to the above mentioned topics, get accquainted with the material of the course by doing.

Subject of course

Traditional exercises accompagning the lecture. Exercises illustrate and extend the material of the course. We try to solve exercises related to the following topics: Elementary financial mathematics, annuities, perpetuities, introduction to the mathematics of life insurance, mortality tables, commutation numbers, net premium calculation, prospective and retrospective reserves, Zillmer's reserve, expense loadings, conversion of an insurance.

Lecturers

  • Blum, Benedikt

Institute

Examination modalities

Exercises are to be prepared and presented at the blackboard.

Course registration

Not necessary

Group Registration

GroupRegistration FromTo
Do Donnerstags-Gruppe09.09.2009 00:0030.10.2009 23:59
Mi Mittwochs.-Gruppe09.09.2009 00:0030.10.2009 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
033 205 Financial and Actuarial Mathematics Mandatory3. Semester
033 215 Actuarial Mathematics Mandatory3. Semester
873 Finance and Actuarial Mathematics Mandatory

Literature

Gerber: Lebensversicherungsmathematik. Isenbart, Muenzner: Lebensversicherungsmathematik fuer Praxis und Studium. Wolfsdorf: Versicherungsmathematik Teil 1 Personsenversicherung. Wolff: Versicherungsmathematik. Gerber: Life insurance mathematics. Bowers, Gerber, Hickman, Jones, Nesbitt: Actuarial mathematics.

Accompanying courses

Continuative courses

Miscellaneous

Language

German