Updated A.Y. 2020-2021
The provisional Program of the course is:
1.Reminder on Compound Interest
2.Survival probability: deterministic and stochastic models
3.Life Insurance contracts
5.Net Premiums and Reserve Calculations
6.Multiple Life Insurance
7.Equity linked insurance
8.Stochastic longevity models
The program will be updated with a lecture-by-lecture description of the contents during the teaching period.
The final program will be available at the end of the course.
Actuarial Mathematics for Life Contingent Risks. David C. M. Dickson, Mary R. Hardy, Howard R. Waters. 3rd ed. Cambridge University Press, 2020.
Life insurance mathematics. Hans U. Gerber. 3rd ed. Springer, 1997.