Life insurance mathematics

This course is an introduction to life insurance mathematics, the theory used by actuaries for pricing and reserving in a life insurance and pension fund context. The course covers major parts of the chapters 2, 3, 4, 5, 6 and 7 of Dickson, Hardy & Waters (2020), but also contains some extra material. 

Chapter 2: Survival models.
-Presentation: [pdf]
-Annotated presentation: [pdf]
-2 web lectures: [youtube]

Chapter 3: Life tables and selection.
-Presentation: [pdf]
-Annotated presentation: [pdf]
-2 web lectures: [youtube]

Chapter 4: Life insurance benefits.
-Presentation: [pdf]
-Annotated presentation: [pdf]
-3 web lectures: [youtube]

Chapter 5: Life annuities.
-Presentation: [pdf]
-Annotated presentation: [pdf]
-3 web lectures: [youtube]

Chapter 6: Premium calculation.
-Presentation: [pdf]
-Annotated presentation: [pdf]
-2 web lectures: [youtube]

Chapter 7: Policy values.
-Presentation: [pdf]
-Annotated presentation: [pdf]
-4 web lectures: [youtube]

Reference: Dickson, D.C.M., Hardy, M. H. & Waters, H.R. (2020). Actuarial Mathematics for Life Contingent Risks, 3rd edition. Cambridge University Press.