Michael Koller: Catalogue data in Spring Semester 2022 |
Name | Prof. Dr. Michael Koller |
Address | Feldstrasse 14 8704 Herrliberg SWITZERLAND |
Telephone | +41 44 915 4147 |
michael.koller@math.ethz.ch | |
URL | http://www.kollerfam.ch |
Department | Mathematics |
Relationship | Adjunct Professor |
Number | Title | ECTS | Hours | Lecturers | |
---|---|---|---|---|---|
401-3923-00L | Selected Topics in Life Insurance Mathematics | 4 credits | 2V | M. Koller | |
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 |