Study programme 2017-2018 | Français | ||
Seminar: Risk Theory (List A) | |||
Programme component of Master's Degree in Mathematics à la Faculty of Science |
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 | 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
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
Q1 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q2
Q2 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q3
Q3 UE Assessment Comments
Not applicable
Type of Resit Assessment for UE in Q1 (BAB1)
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 |