5 credits
30.0 h
Q2
Teacher(s)
Denuit Michel; Walhin Jean-François (compensates Denuit Michel);
Language
English
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
At the end of this learning unit, the student is able to : | |
| 1 | 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
Bibliography
Les transparents se basent principalement sur
- Walhin J.F. (2012). La Réassurance, 2ème édition. Larcier.
- Bauwens, V., Walhin, J.F. (2008). La Titrisation du Risque d'Assurance. Larcier.
Faculty or entity
LSBA
