Seminar in applied mathematics and statistics
SPEAKER: Boualem Djehiche (KTH Stockholm)
TITLE: Nonlinear prospective reserving for life insurance contracts
ABSTRACT: I will highlight some aspects of nonlinear prospective reserving for policies with reserve-dependent payments and the associated Thiele equation.
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Tea and chocolate will be served on the 4th floor (04-4-19) after the seminar.
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UPCOMING SEMINARS:
February 24, 13.15: Stefan Bauer (ETH Zurich, Department of Computer Science)