Mortality Models and Hedging of Equity-linked Life Insurance Products

Time and Date

Wednesday  16:10 to 18:00, Helmholtzstr. 18, Room 120.

The first lecture will be on October 24th.



Important information

The lecture will be held in english.
All further information on the lecture and all documents can be found in moodle.

Course Content

The lecture will be held in English and will discuss some papers in the field of life insurance.

The following topics will be covered:

  1. Mortality modeling & longevity risk
  2. Equity-linked life insurance.

The first part of the class will be about dynamic mortality models. Some relevant papers in this area are:

The class will focus in particular on the Lee-Carter and the log-Poisson model.

The second topic that we will discuss is Equity-Linked Life Insurance. Some relevant papers in this area are:


The lecture is oriented at master students interested in insurance and actuarial science.

Course documents

All documents for the lecture can be found in moodle. So please register for the lecture in moodle.