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Examen doctoral prospectif ACT – Orelien Chuisseu

27 novembre 2023 @ 13 h 30 min - 15 h 30 min

Vous êtes cordialement invité-e-s à assister à l’exposé de l’étudiant M. Orelien Chuisseu, qu’il fera dans le cadre du cours
ACT-8002 Examen doctoral prospectif.

Le lundi 27 novembre 2023, à compter de 13h30
Salle PLT-2504

Titre : Actuarial Modeling, Pricing and Risk Management of Property Fire Losses in Construction Insurance, with Applications to Mass Timber Structures

Résumé : The research program of my PhD thesis will focus on actuarial modeling, pricing, and risk management of property fire losses in construction insurance, with applications to building projects involving mass timber structures. In this document, I give an overview of my research program. For that purpose, I present a literature review on construction insurance, focusing specifically on pricing methodologies and risk management strategies related to fire-related perils on construction sites. Our exploration of the literature in the field of fire risks has provided a foundational understanding for our ongoing research. The primary objective is to enable insurers to accurately and equitably assess risks associated with construction projects involving mass timber, such as cross-laminated timber (CLT)), in comparison to conventional materials like concrete and steel. To address this challenge, we have outlined three goals: first, the development of a methodology for modeling construction site fire losses using a framework based on random graphs; second, the creation of an alternative methodology using Markov random fields on trees; and finally, the exploration of how to price reinsurance premiums utilizing exposure curves through specific reinsurance agreements based on the developed models. Additionally, in this talk, I provide an overview of our progress to date, highlighting preliminary results, encountered challenges, and future directions.



Date :
27 novembre 2023
Heure :
13 h 30 min - 15 h 30 min