This course provides an introduction to the principles of risk modelling in non-life insurance, focusing on the collective risk model. It discusses the distinction between frequency and severity components of claims, the use of specific distributions to model these components, and the application of numerical methods to estimate the cost distributions associated with insurance contracts or portfolios. The course also explores methods for estimating the components of the risk model and the analysis of severe claims.
https://offre-de-formations.univ-lyon1.fr/ue-24922/mathematiques-actuarielles-pour-l-assurance-non-vie.html