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Risk management, in particular in insurance and mathematical finance

Units : Actuarial sciences | ULB454

Description :

Risk measures in finance and insurance, Stochastic orders and measures between risks, Construction of dominating risks,
Comparisons of risks and damage processes, Changeability and general dependence between risks, Poisson approximations for portfolios,
Interaction between ALM and risk theory, Insurance and risk theory 

List of persons in charge :

  • DEELSTRA Griselda

  • LEFEVRE Claude

List of lessors :

  • Financement de base institutionnel