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401-3923-00L
4
Credits
BSC
,
DR
,
MSC
D-MATH
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Selected Topics in Life Insurance Mathematics
Lecturers & Examiners:
Prof. Dr. Michael Koller
Last Updated: 2026-02-05 16:06:50
Abstract
Stochastic Models for Life insurance1) Markov chains2) Stochastic Processes for demography and interest rates3) Cash flow streams and reserves4) Mathematical Reserves and Thiele's differential equation5) Theorem of Hattendorff6) Unit linked policies
General Information
- Language
- English
- Levels
- BSC , DR , MSC
- Frequency
- Yearly recurring
Examination
- Type
- session examination
- Mode
- oral 20 minutes
Language of examination: English or German / Prüfungssprache: Deutsch oder Englisch
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Selected Topics in Life Insurance Mathematics |
|
2 h weekly |
Offered In
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Actuary SAA Education at ETH Zurich (Further pieces of information are available at Prof. M. Wüthrich's secretariat, HG F 42.)
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Electives (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 15 of the required 28 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
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