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Limit Theorems in Theory of Stochastic Processes. Actuarial Reserving in Life Insurance

Descipline Limit Theorems in Theory of Stochastic Processes. Actuarial Reserving in Life Insurance
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 5
Semester 3
Description This lecture course provides a grounding in the mathematical techniques which can be used to model and value cashflows dependent on death, survival, or other uncertain risks. The present value of assurance and annuity contracts, net/gross premiums and net/gross premium reserves are studied, various cashflow techniques are used for in pricing, reserving, and assessing profitability.
Teachers Yamnenko Rostyslav
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Phone:
+380442590392
e-mail:
yamnenko@univ.kiev.ua
Author: admin