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105.026
non-life insurance mathematics 2
2010S
2008S
2006S
2005S
2004S
2003S
2002S
2004S, VO, 2.0h, 3.0EC
Properties
Semester hours: 2.0
Credits: 3.0
Type: VO Lecture
Aim of course
In the last years the role of mathematical methods in the general insurance business became more important. Therefore we try to provide students with mathematical and statistical tools necessary to answer questions about modelling insurance risks, developping tariff models, optimizing reinsurance or estimating sufficient claims provisions. Basic knowledge in probability theory and statistics is advantageous.
Subject of course
the collective model: - claim number models - claim size distributions - compound claim distribution the individual model: - the poisson model - the gamma model - dependency of expected values and variances tariff models: - premium calculation - deterministic models - stochastic models - bonus/malus-systems and credibility theory reserving models: - deterministic models - stochastic models reinsurance: - large claims and extreme value theory - types of reinsurance contracts - pareto-optimal reinsurance
Lecturers
Krischanitz, Christoph
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Wed
16:30 - 18:30
17.03.2004 - 30.06.2004
FH Hörsaal 2
KRISCHANITZ
Show single appointments
non-life insurance mathematics 2 - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Wed
17.03.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
24.03.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
31.03.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
07.04.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
14.04.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
21.04.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
28.04.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
05.05.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
12.05.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
19.05.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
26.05.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
02.06.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
09.06.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
16.06.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
23.06.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Wed
30.06.2004
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
F
P
1
N
E
Examination modalities
oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
Thomas Mack, "Schadenversicherungsmathematik", DGVM 28, 1997
Preceding courses
105.202 VO non-life insurance mathematics 1
Language
German