 Aims
The aim of this course is to provide students with basic skills in reinsurance
Main themes
The reinsurance market is presented. The diffeent 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 terme of optimality of reinsurance arrangements.
Content and teaching methods
Introduction
Why a reinsurance
Proportional reinsurance
Non proportional reinsurance
Pricing of excess of loss treaties
Capital allocation
Optimal reinsurance
Programmes in which this activity is taught
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ACTU2MS
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Master en sciences actuarielles, à finalité spécialisée
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Other credits in programs
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ACTU21MS
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Première année du master en sciences actuarielles, à finalité spécialisée
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(4.5 credits)
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Mandatory
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