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Advanced Topics in Modern Life Insurance
Provider: Faculty of Science

Activity no.: 5564-22-07-31 
Enrollment deadline: 20/04/2022
PlaceDepartment of Mathematical Sciences
Universitetsparken 5, 2100 København Ø
Date and time25.04.2022, at: 08:00 - 24.06.2022, at: 16:00
Regular seats50
ECTS credits7.50
Contact personNina Weisse    E-mail address: weisse@math.ku.dk
Enrolment Handling/Course OrganiserAnna Kamille Nyegaard    E-mail address: akp@math.ku.dk
Written languageEnglish
Teaching languageEnglish
Semester/BlockBlock 4
Scheme groupC
Exam formOral examination, 30 min. Without time for preparation
Exam formContinuous assessment
Exam detailsEach student will give a 2x45 min presentation of material (not covered in lectures) relevant to the topic of the course, coming either from a research paper or from the textbook itself. All aids allowed. No external censorship - One internal examiner Re-exam: 30 minutes oral examination with 30 min preparation time, during which all aids are allowed. Several internal examiners. Criteria for exam assesment: The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.
Grading scale7 point grading scale. For PhD students: Passed / Not Passed
Course workload
Course workload categoryHours
Lectures28.00
Preparation163.00
Theory exercises14.00
Exam1.00
Sum206.00
Content
Selection of topics related to modeling, reserving, and pricing for life insurance and pensions with a strong connection to present research. Topics may include but are not limited to: policyholder behavior, state-wise projection of reserves, projection of balances in life insurance, risk-margin calculations, and 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
4 hours of lectures each week for 7 weeks. In addition to this, 2 hours of exercise classes each week where the students can work on their mandatory homework set.

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