REINSURANCE

LACTU2080  2016-2017  Louvain-la-Neuve

REINSURANCE
5.0 credits
30.0 h
2q

Teacher(s)
Walhin Jean-François ;
Language
Anglais
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

The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.

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

Faculty or entity<


Programmes / formations proposant cette unité d'enseignement (UE)

Program title
Sigle
Credits
Prerequisites
Aims
Master [120] in Mathematical Engineering
5
-

Master [120] in Mathematics
5
-

Master [120] in Actuarial Science
5
-