Due to the COVID-19 crisis, the information below is subject to change,
in particular that concerning the teaching mode (presential, distance or in a comodal or hybrid format).
7 credits
45.0 h
Q1
Teacher(s)
Denuit Michel;
Language
French
Aims
At the end of this learning unit, the student is able to : | |
| 1 |
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. |
Bibliography
Matériel disponible en ligne, complété si nécessaire par
- Denuit, M., Charpentier, A. (2004). Mathématiques de l'Assurance NonVie. Tome I: Principes Fondamentaux de Théorie du Risque. Collection Economie et Statistique Avancées, Economica, Paris.
- Denuit, M., Charpentier, A. (2005). Mathématiques de l'Assurance NonVie. Tome II: Tarification et Provisionnement. Collection Economie et Statistique Avancées, Economica, Paris.
- Denuit, M., Dhaene, J., Goovaerts, M.J., Kaas, R. (2005). Actuarial Theory for Dependent Risks: Measures, Orders and Models. Wiley, New York.
- Kaas, R., Goovaerts, M.J., Dhaene, J., Denuit, M. (2008). Modern Actuarial Risk Theory Using R. Springer, New York.
Teaching materials
- Syllabus, transparents, etc. sur moodle
Faculty or entity
LSBA
