105.029 AKFVM Selected topics in stochastics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2021W, SE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: SE Seminar
  • Format: Presence

Learning outcomes

After successful completion of the course, students are able to...

read up on a scientific (mathematical) topic and work scientifically with their acquired knowledge,
specify topics they have not yet mastered and acquire them by using scientific literature,
present scientific results

Subject of course

Introduction to recent works in financial and actuarial mathematics Introduction to recent works in financial and actuarial mathematics.
Incomplete financial markets, duality and optimization in financial markets, martingale theory, stochastic volatility models, modelling and estimation of stochastic dependence, extreme value theory.

Teaching methods

seminar talks

Mode of examination

Immanent

Additional information

This seminar mainly comprises guest talks and presentations of master's theses of the research group financial and actuarial mathematics. However, any master's student can participate and receive a grade.
Guest talks of this seminar are announced on the FAM webpage, see link at the appointments.
Presentations of master's theses and other student's talks will be announced through TISS or TUWEL news.

Please consider the plagiarism guidelines of TU Wien when writing your seminar paper: Directive concerning the handling of plagiarism (PDF)

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue16:30 - 17:3031.08.2021 https://fam.tuwien.ac.at/vr/20210831.php (LIVE)Gastvortrag / Wolfgang Herold (FMA): Kapitalmarkt - aktuelle Entwicklungen und ihre Bedeutung für den Versicherungsmarkt
Wed16:00 - 18:0006.10.2021 https://fam.tuwien.ac.at/vr/20211006.php (LIVE)Gastvortrag / Frank Schiller (MunichRe): Wie überlebt man eine Pandemie als Aktuar?
Tue16:30 - 18:0019.10.2021 https://fam.tuwien.ac.at/vr/20210928.php (LIVE)Gastvortrag / Sven Jörgen (Valida Consulting): Bewertung von Pensionsrückstellungen - ein Überblick
Tue16:30 - 17:3009.11.2021 https://fam.tuwien.ac.at/vr/20211109.php (LIVE)Gastvortrag / Mario Kasper (SCOR Global Life) und Jürgen Hartinger (Kärntner Landesversicherung): Lebensversicherung als „Datenkrake oder Gesundheitspartner”?
Tue16:30 - 18:0007.12.2021 https://fam.tuwien.ac.at/vr/20211207.php (LIVE)Gastvortrag / Dr. Walter Pöltner „Die Alterssicherungskommission: Aufgabe und Funktion im Rahmen einer nachhaltigen Sozialpolitik“
Tue16:30 - 17:3025.01.2022 https://fam.tuwien.ac.at/vr/20220125.php (LIVE)Gastvortrag / DI Daniel Wimmer (Erste Group) "Modellrisiko bei der Schätzung von epidemiologischen Parametern bei Covid-19“

Examination modalities

seminar talk

Course registration

Begin End Deregistration end
01.09.2021 00:00 30.12.2021 22:59 30.12.2021 22:59

Registration modalities

Die Anmeldung ist nur für den Zugang zum TUWEL-Kurs notwendig!

Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Previous knowledge

Advanced knowledge in financial and actuarial mathematics, preferably on the level of a final-year Master or a PhD student.

Language

if required in English