UP1-PROG-27-MIX502-123 - Master 2 Ind. Ingénierie du risque : finance et assurance;X5I21719 - Microeconomics of insurance - Cours magistral

Program

Let me present briefly the content

- Basic mechanisms of insurance (the different kinds of contract, proportional insurrance, stop-lossinsurance contract, utility fonctions ...)

- Models of insurance demand in a one-period setting.

- Impact of changes in wealth, prices and attitudes towards risk, on levels of coinsurance or deductible.

-Optimality of deductible, stop-loss reinsurance, proportional reinsurance.

- The concept of comonotonicity in actuarial science and finance : derivation of the more risky law for a given insurance portfolio.

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Risk sharing

Nom	Archive année 2023-2024 Master 2 Ind. Ingénierie du risque : finance et assurance - Microeconomics of Insurance
Nom abrégé	UP1-PROG-ETP-MIX502-123-01 - Microeconomics of Insurance
Groupes utilisateurs inscrits	Consultation des ressources, participation aux activités : [2023] UFR 27 - Matière (M2-S1) : Microeconomics of insurance (groups-matiX5I21719-2023) Consultation des ressources uniquement : aucune cohorte inscrite.