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SF2963 Mathematics in Life Insurance 7.5 credits

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Information per course offering

Course offerings are missing for current or upcoming semesters.

Course syllabus as PDF

Please note: all information from the Course syllabus is available on this page in an accessible format.

Course syllabus SF2963 (Autumn 2007–)
Headings with content from the Course syllabus SF2963 (Autumn 2007–) are denoted with an asterisk ( )

Content and learning outcomes

Course contents

The course covers the probabilistic foundation for life and health insurances, statistical analysis of mortality and life lengths, calculation of premium and reserves.

Intended learning outcomes

To pass the course, the student should be able to do the following:

  • define basic concepts in insurance mathematics, the stochastic background and the relationship with deterministic quantities in models of cash flows for life insurances
  • apply methods of estimations and statistical analysis of mortality and life lengths
  • establish balance equations for capital on an individual basis
  • use appropriate software for calculation of reserves for different insurance types

To receive the highest grade, the student should in addition be able to do the following:

  • Combine all the concepts and methods mentioned above in order to solve more complex problems.

Literature and preparations

Specific prerequisites

SF1906 Mathematic statistics or equivalent.

Literature

To be announced.

Examination and completion

Grading scale

A, B, C, D, E, FX, F

Examination

  • INL1 - Computer Exercises, 1.5 credits, grading scale: P, F
  • TEN1 - Examination, 6.0 credits, grading scale: A, B, C, D, E, FX, F

Based on recommendation from KTH’s coordinator for disabilities, the examiner will decide how to adapt an examination for students with documented disability.

The examiner may apply another examination format when re-examining individual students.

If the course is discontinued, students may request to be examined during the following two academic years.

Other requirements for final grade

Written exam.
Computer assignments.

Examiner

No information inserted

Ethical approach

  • All members of a group are responsible for the group's work.
  • In any assessment, every student shall honestly disclose any help received and sources used.
  • In an oral assessment, every student shall be able to present and answer questions about the entire assignment and solution.

Further information

Course room in Canvas

Registered students find further information about the implementation of the course in the course room in Canvas. A link to the course room can be found under the tab Studies in the Personal menu at the start of the course.

Offered by

SCI/Mathematics

Education cycle

Second cycle