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 Mathematical Engineering
> Master [120] in Actuarial Science
> Master [120] in Statistics: General
> Master [120] in Mathematics
|
Faculty or entity
in charge |
> LSBA
|
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