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105.026
non-life insurance mathematics 2
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2010S
2008S
2006S
2005S
2004S
2003S
2002S
2010S, 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
Thu
16:30 - 18:30
18.03.2010 - 30.06.2010
Sem.R. DA grün 06A
KRISCHANITZ
Fri
09:00 - 17:00
11.06.2010
Seminarraum 101A: Freihaus, 3.OG, grün
Show single appointments
non-life insurance mathematics 2 - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Thu
18.03.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
25.03.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
01.04.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
08.04.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
15.04.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
22.04.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
29.04.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
06.05.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
13.05.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
20.05.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
27.05.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
03.06.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
10.06.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Fri
11.06.2010
09:00 - 17:00
Seminarraum 101A: Freihaus, 3.OG, grün
Thu
17.06.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
Thu
24.06.2010
16:30 - 18:30
Sem.R. DA grün 06A
KRISCHANITZ
F
P
1
N
E
Examination modalities
oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
066 400 Mathematics
Not specified
066 401 Statistics
Not specified
066 402 Mathematics in Science and Technology
Not specified
066 403 Mathematics in Economics
Not specified
066 404 Mathematics in Computer Science
Not specified
066 405 Financial and Actuarial Mathematics
Not specified
066 415 Actuarial Mathematics
Not specified
860 Technical Mathematics
Not specified
864 Mathematics for Natural Sciences
Not specified
866 Economic Mathematics
Not specified
867 Statistics
Not specified
869 Mathematics in Computer Science
Not specified
873 Finance and Actuarial Mathematics
Not specified
Literature
Thomas Mack, "Schadenversicherungsmathematik", DGVM 28, 1997
Go to Course Materials
Preceding courses
105.202 VO non-life insurance mathematics 1
Language
German