 | Study programme 2019-2020 | Français | |
 | Seminar: Risk Theory (List A) | ||
Programme component of Master's in Mathematics à la Faculty of Science |
| Students are asked to consult the ECTS course descriptions for each learning activity (AA) to know what assessment methods are planned for the end of Q3 |
|---|
| Code | Type | Head of UE | Department’s contact details | Teacher(s) |
|---|---|---|---|---|
| US-M1-SCMATH-028-M | Optional UE | GROSSE-ERDMANN Karl | S844 - Probabilité et statistique |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
|---|---|---|---|---|---|---|---|---|---|
| Français | 30 | 0 | 30 | 0 | 0 | 9 | 9.00 | Full academic year |
| AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
|---|---|---|---|---|---|---|---|---|
| S-MATH-041 | Seminar: Risk Theory | 30 | 0 | 30 | 0 | 0 | A | 100.00% |
| 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
| AA | Type of Teaching Activity/Activities |
|---|---|
| S-MATH-041 |
|
Mode of delivery
| AA | Mode of delivery |
|---|---|
| S-MATH-041 |
|
Required Reading
| AA | |
|---|---|
| S-MATH-041 |
Required Learning Resources/Tools
| AA | Required Learning Resources/Tools |
|---|---|
| S-MATH-041 | Not applicable |
Recommended Reading
| AA | |
|---|---|
| S-MATH-041 |
Recommended Learning Resources/Tools
| AA | Recommended Learning Resources/Tools |
|---|---|
| S-MATH-041 | Not applicable |
Other Recommended Reading
| AA | Other Recommended Reading |
|---|---|
| S-MATH-041 | Michel 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
| AA | Grade Deferrals of AAs from one year to the next |
|---|---|
| S-MATH-041 | Authorized |