Mercredi aura lieu le dernier cours d’actuariat IARD.
Parmi les compléments, Introduction à la réassurance, publié par Swiss Re, ou ainsi que quelques documents plus techniques, comme The Pareto model in property reinsurance , Exposure rating, ou Designing property reinsurance programmes encore Introduction to reinsurance accounting. Plusieurs réassureurs (et courtiers en réassurance) publient des études techniques sur leurs sites, http://swissre.com/, http://munichre.com/, http://aon.com/, http://scor.com/ ou encore http://guycarp.com/. Sinon je renvois aux notes de cours de Peter Antal, quantitative methods in reinsurance.
Les transparents sont en ligne ici,
- Hurricane Katrina (US, Bahamas, Cuba, Aug. 2005), $ 72.3 billion
- Tōhoku earthquake and tsunami (Japan, March 2011), $ 35 billion
- Hurricane Andrew (US, Bahamas, August 1992), $ 25 billion
- September 11 attacks (US) $ 23.1 billion
- Northridge earthquake (US) $ 20.6 billion
- Hurricane Ike (US, Haiti, Dominican Republic, Sept. 2005) $ 20.5 billion
- Hurricane Ivan (US, Barbados, Sept. 2004) $ 14.9 billion
- Hurrican Wilman (US, Mexico, Jamaica, Oct. 2005), $ 14 billion
- Hurricane Rita (US, Cuba, Sept. 2005) $ 11.3 billion
- Hurricane Charley (US, Cuba, Jamaica) $ 9.3. billion
A titre de comparaison, les chiffres d’affaires des plus gros réassureurs (prime émise en 2010) étaient, selon http://www.insurancenetworking.com/…
- Munich Reinsurance Company $ 31.3 billion
- Swiss Reinsurance Company Limited $ 24.7 billion
- Hannover Rueckversicherung AG $ 15.1 billion
- Berkshire Hathaway Inc. $ 14.4 billion
- Lloyd’s $ 13 billion
- SCOR S.E. $ 8.8 billion
- Reinsurance Group of America Inc. $ 7.2 billion
- Allianz S.E. $ 5.7 billion
- PartnerRe Ltd. $ 4.9 billion
- Everest Re Group Ltd. $ 4.2 billion
Arthur Charpentier
Arthur Charpentier, professor in Montréal, in Actuarial Science. Former professor-assistant at ENSAE Paristech, associate professor at Ecole Polytechnique and assistant professor in Economics at Université de Rennes 1. Graduated from ENSAE, Master in Mathematical Economics (Paris Dauphine), PhD in Mathematics (KU Leuven), and Fellow of the French Institute of Actuaries.
Follow Me:
