Goals

The Ruin Theory course examines the mathematical foundations and practical applications of the probability of ruin in insurance. It examines the compound Poisson model, exact and asymptotic approaches for studying ruin over an infinite horizon, and numerical methods for analysis over a finite horizon. The course also covers other standard models in risk theory.

Programme

https://offre-de-formations.univ-lyon1.fr/ue-24922/mathematiques-actuarielles-pour-l-assurance-non-vie.html

Course
12h
 

Responsibles

  • Elisabeth MIRONESCU

Language

French