Actuarial Aspects of Reinsurance

Hansjoerg Albrecher (HEC, Lausanne)

In this short course, we will deal with reinsurance in its various forms. This involves discussing theoretical properties of this form of risk sharing and optimality results of contracts, as well as practical issues in their pricing. We will also touch upon statistical challenges in this context. Illustrations with real data sets will be given. 


plan_jussieu_albrecher

Date Course Place
06 Apr 2016 10:00 Actuarial Aspects of Reinsurance Université Pierre et Marie Curie, Bâtiment Esclangon, Amphi Herpin
07 Apr 2016 10:00 Actuarial Aspects of Reinsurance Université Pierre et Marie Curie, Bâtiment Esclangon, Amphi Herpin
13 Apr 2016 10:00 Actuarial Aspects of Reinsurance Université Pierre et Marie Curie, Bâtiment Esclangon, Amphi Astier