Bonjour \u00e0 tous,<\/p>\n\n\n\n
Nous avons le plaisir de vous inviter \u00e0 un s\u00e9minaire sp\u00e9cial du LATECE de la session d’hiver 2019.<\/p>\n\n\n\n
Qui?<\/strong> Arthur Charpentier, professeur au d\u00e9partement de math\u00e9matiques \u00e0 l’UQAM<\/p>\n\n\n\n O\u00f9?<\/strong> PK-5115<\/p>\n\n\n\n Quand?<\/strong> 12h30<\/p>\n\n\n\n Titre :<\/strong> Insurance: Risk Pooling and Price Segmentation<\/p>\n\n\n\n R\u00e9sum\u00e9 :<\/strong>
Insurance is usually defined as “the contribution of the many to the misfortune of the few”. This idea of pooling risks together using the law of large number legitimates the use of the expected value as actuarial “fair” premium. In the context of heterogeneous risks, nevertheless, it is possible to legitimate price segmentation based on observable characteristics. But in the context of “Big Data”, intensive segmentation can be observed, with a much wider range of offered premium, on a given portfolio. In this talk, we will briefly get back on economical, actuarial and philosophical approaches of insurance pricing, trying to link a fair unique premium on a given population and a highly segmented one. We will then get back on recent experiments (so-called “actuarial pricing game”) organized since 2015, where (real) actuaries were playing in competitive (artificial) market, that mimic real insurance market. We will get back on conclusions obtained on two editions, the first one, and the most recent one, where a dynamic version of the game was launched.<\/p>\n\n\n\n