ACT6061 Modèles Actuariels en Assurance Non-Vie

Arthur Charpentier, @freakonometrics

Pour plus d'information : https://freakonometrics.hypotheses.org

Plan de cours : Plan_ACT6061_H2019.pdf

Références

• Julian, J. Faraway, 2002, Practical Regression and Anova using R, CRAN
• Michel Denuit , Xavier Marechal , Sandra Pitrebois , Jean-Francois Walhin, 2007, Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems Wiley
• Mario V. Wüthrich, Michael Merz, 2008, Stochastic Claims Reserving Methods in Insurance Wiley

Notes de cours (2017)

• 1.pdf, 2.pdf, 3.pdf, 4.pdf, 5.pdf, 6.pdf, 7.pdf, 8.pdf, 9.pdf, 10.pdf, 11.pdf

Projets

Examens passés

Seances

"It's not magic; it's code", Ben Welsh. Install R and Rstudio.

1. Motivation et rappels
8. Examen Intra
15. Examen Final