Module Handbook

  • Dynamischer Default-Fachbereich geändert auf MAT

Course MAT-61-18-K-7

Life Insurance Mathematics (2V, 4.5 LP)

Course Type

SWS Type Course Form CP (Effort) Presence-Time / Self-Study
2 V Lecture 4.5 CP 28 h 107 h
(2V) 4.5 CP 28 h 107 h

Basedata

SWS 2V
CP, Effort 4.5 CP = 135 h
Position of the semester 1 Sem. in SuSe
Level [7] Master (Advanced)
Language [EN] English
Lecturers
+ further Lecturers of the department Mathematics
Area of study [MAT-STO] Stochastics/Statistics/Financial Mathematics
Additional informations
Livecycle-State [NORM] Active

Contents

  • Elementary financial mathematics (calculation of interest),
  • Mortality,
  • Insurance benefits,
  • Net premiumsand net actuarial reserves,
  • Inclusion of costs,
  • Life related insurance,
  • Various reject causes.

Literature

  • H.U. Gerber: Life Insurance Mathematics,
  • M. Koller: Stochastic Models in Life Insurance

Materials

Further literature will be announced in the lecture.

Requirements for attendance (informal)

Modules:

Requirements for attendance (formal)

None

References to Course [MAT-61-18-K-7]

Module Name Context
[MAT-61-18-M-7] Life Insurance Mathematics P: Obligatory 2V, 4.5 LP
Course-Pool Name
[MAT-50-2V-KPOOL-4] Elective Courses Optimisation and Stochastics (2V, B.Sc.)
[MAT-70-2V-KPOOL-4] Elective Courses Analysis and Stochastics (2V, B.Sc.)