Goals

In this course we briefly present mortality tables and life probabilities, capitalisation and discounting mechanisms, pricing techniques for basic products, risks and models associated with longevity, trend change detection, risk transfer and variable annuities. Following a description of these risks and their implications for insurance and society, we introduce the classic stochastic mortality and dependency models, their limitations, and the usual strategies for managing these risks.

Programme

https://offre-de-formations.univ-lyon1.fr/ue-24924/mathematiques-actuarielles-pour-l-assurance-vie.html

Course
24h
 

Responsibles

  • Elisabeth MIRONESCU

Language

French