This three-day short course (6-8 March 2017) will be on Reinsurance, lectured by Hansjoerg Albrecher (University of Lausanne) and Jef Teugels (KULeuven). The study of reinsurance does not only enjoy all the challenges and achievements from insurance in itself, but one also has to deal with demanding elements like large claims and rare events. For that purpose, researchers are forced to rethink and extend their classical models in order to cope successfully with the incidents at stake. The focus of the short course is on modelling of the reinsurance environment together with statistical challenges that go along with it. Here and there, we will illustrate the approaches with concrete examples from real life situations.

Target Audience: This short course is aimed to statisticians, either academic or professional, practitioners from insurance companies, and other researchers who are interested in learning about Actuarial and Statistical Aspects of Reinsurance; students who have an interest in the application of probabilistic and statistical techniques in the field of insurance are also welcome. We hope that the material presented can trigger new research questions and foster the communication between (re)insurance practitioners and academics working in these fields.

Reference: Hansjörg Albrecher, Jan Beirlant & Jef L. Teugels. Reinsurance: Actuarial and Statistical Aspects, Wiley, to appear, 2017.

Enquiries must be sent to ceaul@ciencias.ulisboa.pt.