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Hi Thanks for the video! Do you have any video where you have computed Risk adjustment using Mack model? I would really appreciate if you upload if you have any video using that

isn't E(Tx) = 0.5 + E(Kx) ? or am i missing something from the previous lecture

Thank u so much !

You got cut off early in this video

what is the formula at 12:00

Hello Katrien, thanks for the amazing videos, Do you have courses? related to actuary on Coursera? Thanks

Please help provide clear videos

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Hintz Mall

Larson Junctions

Alphonso Mill

Walker Ports

Kindly asking for pdf sfor this course please!!

Excellent video

Very interesting topic! About how to apply numeric methods to multiple state models. Thank you and I am a big fan of your series of lectures on LIM, ALIM and DSNLI!

how can you do the last example in excel?

I have a data set as follows (1 - 476 times, 2- 103 times, 3- 17 times and 4- 1 time). Estimated MLE lambda comes out to be 1.23. Here, even after considering 0 truncation, my (Obs - Exp)^2/Exp is coming out to be extremely high. Can you guide me how to deal with fitting a claim count distribution on this sample data ?

Thank you! Super helpful for when the book doesn’t fully explain something

Hello, thank you for this course ! You mentionned during the video what you did in class, have you published any video on the theory behind the Lee-Carter model ? Thank you !

Can you share the solution of 13.9 (deriving the covariance matrix).

Hello. in the last slide, at the beginning it was A66 but at the end it became A65, while A65 is more intuitively correct I think. may you clarify please?

what about the recursive relationship for term insurance. Im trying to create a table for term insurance in excel but cant figure it out. thanks

👏

Kindly share the github link in the discrption or comment.

This is amazing. The math is clear and I like the way you present the motivation part in the beginning!

kindly share the link for the expression you derived on the i-pad

Good work !!!

Thanks Professor!!

Thank you so much

🥰

Keep going ... your classes are really cool...

Thanks for all videos, do you have a simple explanation to the hierarchical model of jewell or Hachemeister

I don't know but it seems clearly that the log mortality rate is non-stationary at all , so I wonder why you did not feature the CI associated with each projection at certain age ?!

great video

In which cases may the case reserve be negative?

Excellent class as usual professor Antonio, your videos are helping me a lot in learning and considering actuarial science as a career change. I wish I could ever be accepted in KU Leuven in your program however you allows others like me still learning and growing in this platform, please keep it up for those with less resources or opportunities, we do value your effort in prepearing these classes and posting them, respectfully

you have been such a tremendous help to me, God bless you and make you even greater

👍🙏

Great explanation, thank you very much

Thank you! Shouldn't the MLE for Exp (theta) be n/sum X_i?

You showed us the blood diamond of actuarial science!

so helpful thank u so much

can you give example how to find the complete expectation of life at age 50????...cuz I dont know how to apply the formula for calculation....

Hii, do you mind doing joint Life assurance

SHE IS teaching FROM THERE

Book to refer is actuarial Science for life contingency by DICKSON

thank you

Please can your video also help in a project I'm researching on and I'm to read something on *risk modelling in life insurance*

Cool lecture!

👌