<- Archives UCL - Programme d'études ->



NON LIFE INSURANCE 1 [ LACTU2010 ]


5.0 crédits ECTS  30.0 h + 15.0 h   1q 

Teacher(s) Denuit Michel ;
Language French
Place
of the course
Louvain-la-Neuve
Main themes Development of statistical methods in order to price non life insurance
Aims The purpose of this course is to give an introduction to the pricing of non life insurance products. At the end of this course the students must be able to determine the optimal management of the risks taking into account their characteristics.
Content Content 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 Evaluation : Class participation and oral examination, in French or English 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)
Cycle et année
d'étude
> Master [120] in Mathematics
> Master [120] in Mathematical Engineering
> Master [120] in Actuarial Science
> Master [120] in Statistics: General
Faculty or entity
in charge
> LSBA


<<< Page précédente