NON LIFE INSURANCE 2
[ACTU2200]
[30h] 5 credits
This course is taught in the 2d semester.
Teacher(s): Michel Denuit
Language: French
Level: Second
Aims
At the end of the course the students must be able to model the claim process and to establish a priori and a poteriori pricing plans.
Main themes
Content and teaching methods
The following topics will be developed:
- Models of claim arrival
- Models of claim frequency
- models of claim amount
- Models for big claims and extreme theory
- Credibility theory and bonus malus systems
- Stochastic methods of provision.
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 : The course is based on the book: "Mathématiques de l'assurance non vie", Tome 2 (Denuit/Charpentier, Economica, Paris)