Programa

Risk Theory

Doutoramento Bolonha em Matemática Aplicada à Economia e à Gestão

Mestrado Bolonha em Actuarial Science

Programa

- The number of claims: the (a,b,0) class of distributions;the homogeneous Poisson process; the class (a,b,1) of distributions - truncation and modification at zero; compound frequency models; mixed frequency models; the mixed Poisson process; effect of exposure on frequency - Impact of coverage modifications in the frequency and severity, including deductible, inflation effects, policy limits - Aggregate models: collective risk model versus individual risk model; the compound model; special cases; the aggregate claim distribution; the impact of individual policy modifications on the aggregate claim distribution; the individual model; approximated methods - Premium principles; Risk Measures - Reinsurance: Quota-share, Surplus, Excess of Loss and Stop Loss - Ruin Theory: continuous time model; discrete time model; the impact of reinsurance on the ruin probability