Teacher(s)
Denuit Michel; Lucas Nathalie (compensates Denuit Michel);
Language
French
Prerequisites
LACTU2030 Actuariat de l'assurance-vie.
Main themes
Premium and reserve calculation in health insurance with Markovian and semi-Markovian multistate models. Multiple decrement models. Hierarchical models. Three-state disability model.
Learning outcomes
At the end of this learning unit, the student is able to : | |
| 1 | The aim of the course is to present the methods used for the pricing of life related insurance (essentially with Markov and semi Markov processes) |
Bibliography
Matériel disponible en ligne, complété si nécessaire par
Denuit, M., Robert, C. (2007). Actuariat des Assurances de Personnes: Modélisation, Tarification et Provisionnement. Collection Audit-Actuariat-Assurance, Economica, Paris.
Denuit, M., Robert, C. (2007). Actuariat des Assurances de Personnes: Modélisation, Tarification et Provisionnement. Collection Audit-Actuariat-Assurance, Economica, Paris.
Teaching materials
- Syllabus, transparents, etc. 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 Actuarial Science
