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Master Thesis

Maîtrise de la sinistralité liée aux événements climatiques et aux catastrophes naturelles en assurance non vie

Abstract : Technical results of non-life insurers is highly exposed to ca- tastrophe risks. Calendar years might be either affected by a lot of natural phenomenons or by large-scale events, such as Lothar and Martin's December 1999's storms. In order to control their economics issues, insurers have to deal with these kind of events. The amount of losses they lead to must be predict for, in one hand, pricing guarantees, and in the other hand, forecasting studies like business plans. For this purpose, projections are past-based but they are also set on stochastic models, from which, insurers can reconstruct gross charges with simulations. Thanks to these simulations, insurance companies can adapt their own reinsurance strategies.
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Master Thesis
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https://dumas.ccsd.cnrs.fr/dumas-01073311
Contributor : Ufr de Mathématique-Informatique / Irma <>
Submitted on : Tuesday, November 22, 2016 - 3:37:35 PM
Last modification on : Friday, October 23, 2020 - 4:56:28 PM
Long-term archiving on: : Tuesday, March 14, 2017 - 1:35:04 PM

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Julien Lanoë. Maîtrise de la sinistralité liée aux événements climatiques et aux catastrophes naturelles en assurance non vie. Gestion des risques [q-fin.RM]. 2014. ⟨dumas-01073311⟩

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