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