Michael Koller: Catalogue data in Spring Semester 2021

Name Prof. Dr. Michael Koller
Address
Feldstrasse 14
8704 Herrliberg
SWITZERLAND
Telephone+41 44 915 4147
E-mailmichael.koller@math.ethz.ch
URLhttp://www.kollerfam.ch
DepartmentMathematics
RelationshipAdjunct Professor

NumberTitleECTSHoursLecturers
401-3923-00LSelected Topics in Life Insurance Mathematics4 credits2VM. Koller
AbstractStochastic Models for Life insurance
1) Markov chains
2) Stochastic Processes for demography and interest rates
3) Cash flow streams and reserves
4) Mathematical Reserves and Thiele's differential equation
5) Theorem of Hattendorff
6) Unit linked policies
Objective