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REINSURANCE [ LACTU2080 ]


5.0 crédits ECTS  30.0 h   2q 

Teacher(s) Walhin Jean-François ;
Language English
Place
of the course
Louvain-la-Neuve
Main themes The reinsurance market is presented. The different kinds of treaties are described. The pricing of excess loss reinsurance is deeply analysed. The reasons why an insurance company has to be reinsured are explained; finally the point of view of the insurer is adopted in terms of optimality of reinsurance arrangements.
Aims The aim of this course is to provide students with basic skills in reinsurance
Content Content The following topics will be developed: Introduction Why a reinsurance Proportional reinsurance Non proportional reinsurance Pricing of excess of loss treaties Capital allocation Optimal reinsurance 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 written examination, in French Support : Slides provided through icampus
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


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