Syllabus
1. Decomposition of loss of insurer into particular years. Hattendorf's theorem
2. Technical gain.
3. Models in continuous time. Thiel's differential equation.
4. Multiple decrements models.
5. Multiple life insurance.
6. Calculation of premiums and reserves including expense loadings. Zillmerisation.
7. Pension insurance and pension funds.
Annotation
Decomposition of loss of insurer into particular years. Technical gain.
Multiple decrements models. Multiple life insurance.
Calculation of premiums and reserves including expense loadings. Pension insurance and pension funds.