NON LIFE INSURANCE 2 [ LACTU2200 ]
5.0 crédits ECTS
30.0 h
2q
| Teacher(s) |
Denuit Michel ;
|
| Language |
French
|
Place
of the course |
Louvain-la-Neuve
|
| Main themes |
Theory of non life insurance
|
| Aims |
The aim of this course is to provide students with advanced skills in the methods of pricing of non life products.
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.
|
| Content |
Content
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 |
Evaluation : Class participation and written examination, in French
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)
|
Cycle et année
d'étude |
> Master [120] in Actuarial Science
> Master [120] in Statistics: General
|
Faculty or entity
in charge |
> LSBA
|
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