7.00 credits
45.0 h
Q1
Teacher(s)
Denuit Michel;
Language
French
Learning outcomes
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
Mat茅riel disponible en ligne, compl茅t茅 si n茅cessaire par
- Denuit, M., Charpentier, A. (2004). Math茅matiques de l'Assurance NonVie. Tome I: Principes Fondamentaux de Th茅orie du Risque. Collection Economie et Statistique Avanc茅es, Economica, Paris.
- Denuit, M., Charpentier, A. (2005). Math茅matiques de l'Assurance NonVie. Tome II: Tarification et Provisionnement. Collection Economie et Statistique Avanc茅es, Economica, Paris.
- Denuit, M., Dhaene, J., Goovaerts, M.J., 聽 Kaas, R. (2005).聽Actuarial Theory for Dependent Risks: Measures, Orders and Models. Wiley, New York.
- Kaas, R., Goovaerts, M.J., Dhaene, J., Denuit, M. (2008).聽Modern Actuarial Risk Theory Using R. Springer, New York.
Teaching materials
- Syllabus, transparents, etc. sur moodle
Faculty or entity
LSBA
Programmes / formations proposant cette unit茅 d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Mathematics
7
Master [120] in Actuarial Science
7
Master [120] in Statistics: General
7
Master [120] in Mathematical Engineering
7