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105.657
Advanced life insurance mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
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2019S, VU, 2.0h, 4.0EC
Properties
Semester hours: 2.0
Credits: 4.0
Type: VU Lecture and Exercise
Aim of course
Understanding of deeper problems in life insurance mathematics.
Subject of course
General life insurance model
Markov chains with countable state space, Chapman-Kolmogorov equation, forward and backward equations
Thiele's differential equation for the prospective reserve
Examples from practice (guaranteed annuities,
stochastic interest rates, health insurance)
Value process and Hattendorff's theorem
Unit-linked contracts in the framework of a financial markets model, Black-Scholes formula
Life insurance with stochastic interest rates
Premium calculation principles
Lecturers
Rheinländer, Thorsten
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
16:00 - 18:00
06.03.2019 - 26.06.2019
Sem.R. DA grün 05
.
Show single appointments
Advanced life insurance mathematics - Single appointments
F
P
1
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E
Day
Date
Time
Location
Description
Wed
06.03.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
13.03.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
20.03.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
27.03.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
03.04.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
10.04.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
08.05.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
15.05.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
22.05.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
29.05.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
12.06.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
19.06.2019
16:00 - 18:00
Sem.R. DA grün 05
.
Wed
26.06.2019
16:00 - 18:00
Sem.R. DA grün 05
.
F
P
1
N
E
Course registration
Begin
End
Deregistration end
30.01.2019 00:00
12.03.2019 23:59
08.04.2019 23:59
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 405 Financial and Actuarial Mathematics
Mandatory
860 GW Optional Courses - Technical Mathematics
Not specified
Literature
No lecture notes are available.
Language
if required in English