Teacher(s)
Language
French
Prerequisites
Mastery of basic concepts in statistics and probability calculation, at the level of courses in the FSA1BA, INGE1BA, MATH1BA programs or the access minor in statistics, actuarial sciences and data science.
Main themes
Insurance risk classification : techniques, regulation and ethics. Adverse selection and actuarial fairness. Method of marginal totals and calibration. Performance measures.
Bibliography
Matériel disponible en ligne, complété si nécessaire par
Denuit, M., Charpentier, A. (2005). Mathématiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement. Collection Economie et Statistique Avancées, Economica, Paris.
Denuit, M., Maréchal, X., Pitrebois, S., Walhin, J.-F. (2007). Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems. Wiley, New York.
Denuit, M., Hainaut, D., Trufin, J. (2019). Effective Statistical Learning Methods for Actuaries Volume 1: GLM and Extensions. Springer Actuarial Lecture Notes Series.
Denuit, M., Charpentier, A. (2005). Mathématiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement. Collection Economie et Statistique Avancées, Economica, Paris.
Denuit, M., Maréchal, X., Pitrebois, S., Walhin, J.-F. (2007). Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems. Wiley, New York.
Denuit, M., Hainaut, D., Trufin, J. (2019). Effective Statistical Learning Methods for Actuaries Volume 1: GLM and Extensions. Springer Actuarial Lecture Notes Series.
Teaching materials
- Syllabus, transparents, etc. sur moodle
Faculty or entity
Programmes / formations proposant cette unité d'enseignement (UE)
Title of the programme
Sigle
Credits
Prerequisites
Learning outcomes
Master [120] in Actuarial Science
