Course teacher(s)
Aurélien DUBOIS (Coordinator)ECTS credits
5
Language(s) of instruction
french
Course content
- Why buying reinsurance
- Reinsurance market and dynamics
- Reinsurance treaties characteristics
- Life and Non life reinsurance
- Special risks
- Pricing models applicable to reinsurance treaties
- Extreme value theory
- Exposure management and catastrophe models
- Impact of reinsurance on capital needs under Solvency II
- Optimal reinsurance
- Reinsurance market and dynamics
- Reinsurance treaties characteristics
- Life and Non life reinsurance
- Special risks
- Pricing models applicable to reinsurance treaties
- Extreme value theory
- Exposure management and catastrophe models
- Impact of reinsurance on capital needs under Solvency II
- Optimal reinsurance
Objectives (and/or specific learning outcomes)
Understand and manage reinsurance concepts. Analyse profitability of reinsurance contracts. Understand worldwide market dynamics.
Prerequisites and Corequisites
Required and Corequired knowledge and skills
Non life insurance
Life insurance
Risk measures
Required and corequired courses
Teaching methods and learning activities
Ex Cathedra course with exercises
Possibility to organize a Business game
Possibility to organize a team/individual homework to prepare the exam
Possibility to read scientific articles with Q&A
References, bibliography, and recommended reading
Book Walhin, J.F. (2012) La Réassurance, Larcier
Contribution to the teaching profile
Language: French
Exam: French, English or Dutch
Other information
Campus
Plaine
Evaluation
Method(s) of evaluation
- Other
Other
Mark calculation method (including weighting of intermediary marks)
Max 5 points out of 20 on the possible homework
Max 5 points out of 20 on the possible Business game
Language(s) of evaluation
- french