NON LIFE INSURANCE 1
[ACTU2010]
[30h] 5 credits
This course is taught in the 1st semester.
Teacher(s): Michel Denuit
Language: French
Level: Second
Aims
At the end of this course the students must be able to determine the optimal management of the risks taking into account their characteristics.
Main themes
Content and teaching methods
The following topics will be developed:
- Historical perspective
- Fundamental principles of risk management
- Optimal policy of risk management
- from the individual to the collective model
- solvency margins and stop loss premiums
Methods
In-class activities
X0 Lectures
X0 Exercices/PT
At home activities
X0 Exercices to prepare the lecture
X0 Paper work
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
Support : Slides provided through icampus
References : based on the book : Mathématiques de l'Assurance Non-Vie - Tome I (par Michel Denuit & Arthur Charpentier, Economica, Paris)