105.041 Risk and Ruin Theory
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2009W, UE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: UE Exercise

Aim of course

knowledge of basic risk concepts in insurance mathematics

Subject of course

martingale theorie, compund Poisson Process, premium calculation principles ruin theorie

Lecturers

  • Grafendorfer, Georg

Institute

Course registration

Not necessary

Group Registration

GroupRegistration FromTo
RR01.10.2009 00:0022.10.2009 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
066 400 Mathematics Mandatory elective
066 401 Statistics Mandatory elective
066 402 Mathematics in Science and Technology Mandatory elective
066 403 Mathematics in Economics Mandatory elective
066 404 Mathematics in Computer Science Mandatory elective
066 405 Financial and Actuarial Mathematics Mandatory1. Semester
066 405 Financial and Actuarial Mathematics Mandatory1. Semester
066 415 Actuarial Mathematics Mandatory1. Semester
860 Technical Mathematics Mandatory elective
864 Mathematics for Natural Sciences Mandatory elective
866 Economic Mathematics Mandatory elective
867 Statistics Mandatory elective
869 Mathematics in Computer Science Mandatory elective
873 Finance and Actuarial Mathematics Mandatory
873 Finance and Actuarial Mathematics Mandatory

Literature

Gerber, Risk theory

Accompanying courses

Language

German