Study programme 2018-2019Français
Seminar: Risk Theory (List A)
Programme component of Master's Degree in Mathematics à la Faculty of Science
CodeTypeHead of UE Department’s
contact details
Teacher(s)
US-M1-SCMATH-028-MOptional UEGROSSE-ERDMANN KarlS844 - Probabilité et statistique
  • GROSSE-ERDMANN Karl

Language
of instruction
Language
of assessment
HT(*) HTPE(*) HTPS(*) HR(*) HD(*) CreditsWeighting Term
  • Français
Français300300099.00Full academic year

AA CodeTeaching Activity (AA) HT(*) HTPE(*) HTPS(*) HR(*) HD(*) Term Weighting
S-MATH-041Seminar: Risk Theory3003000A100.00%
Programme component

Objectives of Programme's Learning Outcomes

  • Have integrated and elaborate mathematical knowledge.
    • Mobilise the Bachelor's course in mathematics to address complex issues and have profound mathematical expertise to complement the knowledge developed in the Bachelor's course.
    • Use prior knowledge to independently learn high-level mathematics.
    • Research mathematical literature in an efficient and relevant way.
    • Read research articles in at least one discipline of mathematics.
  • Carry out major projects.
    • Independently carry out a major project related to mathematics or mathematical applications. This entails taking into account the complexity of the project, its objectives and the resources available to carry it out.
    • Give constructive criticism on the quality and progress of a project.
    • Work in teams and, in particular, communicate effectively and with respect for others.
    • Appropriately use bibliographic resources for the intended purpose.
    • Present the objectives and results of a project orally and in writing.
  • Communicate clearly.
    • Communicate the results of mathematical or related fields, both orally and in writing, by adapting to the public.
    • make a structured and reasoned presentation of the content and principles underlying a piece of work, mobilised skills and the conclusions it leads to.
  • Adapt to different contexts.
    • Have developed a high degree of independence to acquire additional knowledge and new skills to evolve in different contexts.
    • Critically reflect on the impact of mathematics and the implications of projects to which they contribute.
    • Demonstrate thoroughness, independence, creativity, intellectual honesty, and ethical values.

Learning Outcomes of UE

Introduction to the theory of non-life insurance mathematics

Content of UE

- The basic model
- Poisson processes
- Birth processes
- Premium principles
- Ruin probability
- Re-insurance
 

Prior Experience

Good knowledge of the courses of Probability and Statistics I and II

Type of Assessment for UE in Q1

  • N/A

Q1 UE Assessment Comments

Not applicable

Type of Assessment for UE in Q2

  • Presentation and/or works

Q2 UE Assessment Comments

Not applicable

Type of Assessment for UE in Q3

  • Oral examination

Q3 UE Assessment Comments

Not applicable

Type of Resit Assessment for UE in Q1 (BAB1)

  • N/A

Q1 UE Resit Assessment Comments (BAB1)

Not applicable

Type of Teaching Activity/Activities

AAType of Teaching Activity/Activities
S-MATH-041
  • Cours magistraux
  • Préparations, travaux, recherches d'information

Mode of delivery

AAMode of delivery
S-MATH-041
  • Face to face

Required Reading

AA
S-MATH-041

Required Learning Resources/Tools

AARequired Learning Resources/Tools
S-MATH-041Not applicable

Recommended Reading

AA
S-MATH-041

Recommended Learning Resources/Tools

AARecommended Learning Resources/Tools
S-MATH-041Not applicable

Other Recommended Reading

AAOther Recommended Reading
S-MATH-041Michel Denuit, Arthur Charpentier : Mathématiques de l'assurance non-vie : Tome 1, Principes fondamentaux de théorie du risque, Economica
Michel Denuit, Jan Dhaene, Marc Goovaerts, Rob Kaas : Actuarial theory of dependent risks: measures, orders and models, John Wiley
Rob Kaas, Marc Goovaerts, Jan Dhaene, Michel Denuit : Modern actuarial risk theory : using R, Springer
Roger J. Gray, Susan M. Pitts : Risk modelling in general insurance, Cambridge University Press

Grade Deferrals of AAs from one year to the next

AAGrade Deferrals of AAs from one year to the next
S-MATH-041Authorized
(*) HT : Hours of theory - HTPE : Hours of in-class exercices - HTPS : hours of practical work - HD : HMiscellaneous time - HR : Hours of remedial classes. - Per. (Period), Y=Year, Q1=1st term et Q2=2nd term
Date de génération : 02/05/2019
20, place du Parc, B7000 Mons - Belgique
Tél: +32 (0)65 373111
Courriel: info.mons@umons.ac.be