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The topics of the course of Financial and actuarial calculus are an essential pre-requisite
In this course the basic tools of non-life insurance theory are introduced. The aim is to allow the student to deal in a successful way with relevant applications, such as the evaluation of non-life insurance contracts.
-) premium principles and premium calculation; -) reinsurance -) mathematics reserves; -) bonus-malus system; -) introduction to climate change insurance contracts.
R. Kaas, M. Goovaerts, J. Dhaene, M. Denuit, Modern Actuarial Risk Theory, 2nd ed., Springer. ISBN: 978-3-642-03407-7 E. Ohlsoson, B. Johansson, Non-Life Insurance Pricing with Generalized Linear Models, Springer. ISBN: 978-3-642-10790-0
Traditional classroom lectures will be provided