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NON LIFE INSURANCE 1 [ LACTU2010 ]


5.0 crédits ECTS  30.0 h + 15.0 h   1q 

Teacher(s) Courtois Cindy (compensates Denuit Michel) ; 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.

Evaluation methods

Class participation and written examination in French

Teaching methods

In-class activities: o   Lectures

                              o   Exercices/PT

At home activities: o   Exercices to prepare the lecture

                                                         Paper work

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
Bibliography

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


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