Pricing and Analysis of an Insurance Contract
Learn how to get started prototyping a model for a life insurance contract. In this session, you will learn about using MATLAB tools and built-in functions to quickly see the impact of different assumptions on price, returns, and risk at the product development and enterprise risk management level.
- Stochastic differential equations
- Plotting and optimization routines
- Replicating portfolio methodology
Jean-Frederic is a senior finance application engineer at MathWorks. Prior to joining MathWorks, he spent over 13 years working in banking and insurance in different countries with substantial experience in risk management. He has a B.Sc. in mathematics from Ottawa University, Canada, and an M.B.A. in finance from Manchester University, U.K.
Recorded: 9 Apr 2014
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