Short Course on Reinsurance: Actuarial and Statistical Aspects

 

  • Hansjoerg Albrecher (University of Lausanne, Switzerland) and Jef Teugels (KU Leuven, Belgium)
  • Fundação FCUL (Anfiteatro) – Bloco C1 Piso 3 (FCUL) – Campo Grande – Lisboa – 9:0h -13:00h
  • Segunda-feira, 6 de Março de 2017 a Quarta-feira, 8 de Março de 2017
 
 Short Course on Reinsurance: Actuarial and Statistical Aspects

Date: 6-8 March 2017
Local: Faculty of Sciences of University of Lisbon, Portugal (auditorium of the Foundation FCUL)
Lecturers: Hansjoerg Albrecher (University of Lausanne, Switzerland) and Jef Teugels (KU Leuven, Belgium)

Objectives:
This three-day short course will be on Reinsurance, will focus on actuarial aspects of reinsurance.  The study of reinsurance does not only enjoy all the challenges and achievements from insurance in itself, but one also has to deal with demanding elements like large claims and rare events. For that purpose, researchers are forced to rethink and extend their classical models in order to cope successfully with the incidents at stake. The focus of the short course is on modelling of the reinsurance environment together with statistical challenges that go along with it. Here and there, we will illustrate the approaches with concrete examples from real life situations.

Target Audience:
This short course is aimed to statisticians, either academic or professional, practitioners from insurance companies, and other researchers who are interested in learning about Actuarial and Statistical Aspects of Reinsurance; students who have an interest in the application of probabilistic and statistical techniques in the field of insurance are also welcome. We hope that the material presented can trigger new research questions and foster the communication between (re)insurance practitioners and academics working in these fields.

Reference: Hansjörg Albrecher, Jan Beirlant & Jef L. Teugels. Reinsurance: Actuarial and Statistical Aspects, Wiley, to appear, 2017.

Website: http://ceaul-course-reins.weebly.com/

The short course is organized by Centro de Estatística e Aplicações da Universidade de Lisboa (CEAUL). Enquiries must be sent to ceaul@fc.ul.pt<mailto:ceaul@fc.ul.pt>

CEAUL – FCUL
Bloco C6 – Piso 4, Campo Grande
1749-016 Lisboa – PORTUGAL
http://www.ceaul.fc.ul.pt/