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Microeconomics of insurance
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Comment se connecter
Mode d'emploi des EPI
Mathématiques et informatique
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.
Chapter one on quantile functions
There are 3 exercises in order to check that you have understood the first course.
chapter 2 ordering of risk
questions you may have