 | Study programme 2018-2019 | Français | |
 | Seminar: Risk Theory | ||
Activité d'apprentissage à la Faculty of Science |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) |
|---|---|---|---|
| S-MATH-041 |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 30 | 0 | 30 | 0 | 0 | A |
Content of Learning Activity
- The basic model
- Poisson processes
- Birth processes
- Premium principles
- Ruin probability
- Re-insurance
Required Learning Resources/Tools
Not applicable
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
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
Mode of delivery
- Face to face
Type of Teaching Activity/Activities
- Cours magistraux
- Préparations, travaux, recherches d'information
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)