- Docente: Sabrina Mulinacci
- Credits: 6
- SSD: SECS-S/06
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Quantitative Finance (cod. 8854)
Course contents
- Models for the Claim Number Variable: the Poisson distribution, the mixed Poisson distribution
- The claim amount and heavy tailed distributions
- Mortality tables
- Premia of Life insurance policies and annuities
- Longevity risk models: Lee-Carter
- Ruin theory
Readings/Bibliography
- Lecture Notes provided by the teacher
-
T. Mikosch (2009): "Non-life Insurance Mathematics",
Springer
D.C.M. Dickson, M.R. Hardy and H.R. Waters: "Mathematics for Life Contingent Risks", Cambridge University Press A. - Olivieri, E. Pitacco: "Introduction to Insurance Mathematics", Springer
Teaching methods
Classes
Assessment methods
Weekly assignments and final oral exam
Teaching tools
None
Office hours
See the website of Sabrina Mulinacci