ENSAE.

Econometry of Insurance.

Contents

• Slides
• Homework
• Readings
• Further readings
• Books
• Favorite Links

Slides

• Course

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Homework

• Work
• Database

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Readings

• Gam Hastie & Tibshirani.
• Gam in SAS.

• Comparison of stochastic models.
• Mack's method for claims reserving.
• Credibility and GLM.
• Stochastic model underlying Chain Ladder.
• Overdispersed Poisson Process.

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Further readings

• Discrimination et assurance
• Exemple de Bonus Malus

• AXA annual financial statements 2009
• FFSA report 2009
• MAAF annual financial statements 2009

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Books

• Non life pricing with GLM, Ohlsson E. Johansson B.
• A course in credibility theory and its applications. Bühlmann H. Gisler A.
• Provisionnement technique en assurance non-vie. Partrat et al.
• Mathématiques de l’assurance non-vie Vol I & II Denuit M. Charpentier A.

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Favorite Links

• http://www.ffsa.fr/ffsa/jcms/fp_7230/portail-accueil
• https://www.ceiops.eu/
• http://www.acam-france.fr/

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