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

SemesterSpring Semester 2021
LecturersM. Koller
Periodicityyearly recurring course
Language of instructionEnglish


401-3923-00 VSelected Topics in Life Insurance Mathematics2 hrs
Fri16:15-18:00ML E 12 »
M. Koller

Catalogue data

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

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits4 credits
ExaminersM. Koller
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Mode of examinationoral 20 minutes
Additional information on mode of examinationLanguage of examination: English or German / Prüfungssprache: Deutsch oder Englisch
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

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Offered in

Mathematics (General Courses)Actuary SAA Education at ETH ZurichWInformation
Mathematics BachelorSelection: Financial and Insurance MathematicsWInformation
Mathematics MasterSelection: Financial and Insurance MathematicsWInformation