 | Study programme 2019-2020 | Français | |
| Seminar: Risk Theory | |||
Learning Activity |
| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
|---|---|---|---|---|
| S-MATH-041 |
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| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 30 | 0 | 30 | 0 | 0 | A |
| Organisational online arrangements for the end of Q3 2019-2020 assessments (Covid-19) |
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| Description of the modifications to the Q3 2019-2020 online assessment procedures (Covid-19) |
| The exam consists in an oral exam. |
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)