401-3923-00L Selected Topics in Life Insurance Mathematics
Semester | Spring Semester 2021 |
Lecturers | M. Koller |
Periodicity | yearly recurring 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 |