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Advanced Topics in Modern Life Insurance
Provider: Faculty of Science

Activity no.: 5564-21-07-31 
Enrollment deadline: 21/04/2021
PlaceDepartment of Mathematical Sciences
Universitetsparken 5, 2100 København Ø
Date and time26.04.2021, at: 08:00 - 25.06.2021, at: 16:00
Regular seats50
ECTS credits7.50
Contact personNina Weisse    E-mail address: weisse@math.ku.dk
Enrolment Handling/Course OrganiserDebbie Kusch Falden    E-mail address: dkf@math.ku.dk
Written languageEnglish
Teaching languageEnglish
Semester/BlockBlock 4
Scheme groupC
Exam formContinuous assessment
Exam formOral examination, 30 min. Without time for preparation
Criteria for exam assessmentTo participate in the exam, one mandatory homework set must be approved
Course workload
Course workload categoryHours
Lectures35.00
Preparation166.00
Exam1.00
Theory exercises4.00
Sum206.00
Content
Selection of topics related to modeling, reserving, and pricing for life insurance and pensions with a strong connection to the research of the present century. Topics include but are not limited to: policyholder behaviour, semi-Markov modeling, experience rating, forward transition rates, market consistent valuation.

Learning outcome
At the end of the course the student is expected to have:

Knowledge:
Knowledge about selected topics in modern life insurance mathematics.

Skills:
Skills to formulate practical problems in life insurance mathematics in a theoretical framework.
Skills to orally present the key aspects of the topics covered in the course and to apply theory from the course.

Competences:
The course will strengthen the student's competences to navigate inside the classic Markov life insurance setup and develop the student's ability to formulate and handle new models inside this setup.

Literature
The course literature will primarily consist of research papers from primarily actuarial journals, which will be made available on Absalon.

Teaching and learning methods
5 hours of lectures each week for 7 weeks. In addition to this, a total of 2 x 2 hours of exercise classes where the students can work on their mandatory homework set.

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