Financial valuation of actuarial liabilities

lactu2170  2024-2025  Louvain-la-Neuve

Financial valuation of actuarial liabilities
7.00 credits
45.0 h + 15.0 h
Q2
Teacher(s)
Language
French
Prerequisites
Mastery of basic concepts in statistics and probability calculation, at the level of courses in the FSA1BA, INGE1BA, MATH1BA programs or the access minor in statistics, actuarial sciences and data science.
Main themes
Interest mathematics, yield curve, stochastic calculus, options, variable annuities, unit linked funds with death guarantees.
Teaching materials
  • transparents sur moodle
Faculty or entity


Programmes / formations proposant cette unité d'enseignement (UE)

Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Mathematics

Master [120] in Actuarial Science

Master [120] in Mathematical Engineering

Master [120] in Data Science Engineering

Master [120] in Data Science: Information Technology