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105.042
Risk theory
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2004W
2004S
2004S, VO, 4.0h, 6.0EC
Properties
Semester hours: 4.0
Credits: 6.0
Type: VO Lecture
Aim of course
Introduction to and overview of risk theory.
Subject of course
Random sums, random processes, martingales in risk theory. Principles of premium calculation. Ruin theory. Coherent measures of risk.
Lecturers
Hubalek, Friedrich
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
10:15 - 11:45
09.03.2004 - 30.06.2004
FH Hörsaal 4
HUBALEK
Fri
15:30 - 17:00
12.03.2004 - 25.06.2004
FH Hörsaal 4
HUBALEK
Show single appointments
Risk theory - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Tue
09.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
12.03.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
16.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
19.03.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
23.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
26.03.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
30.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
02.04.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
06.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
09.04.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
13.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
16.04.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
20.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
23.04.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
27.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
30.04.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
04.05.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
07.05.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
11.05.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
14.05.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
F
P
1
2
N
E
Examination modalities
written and oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
Gerber, Hans U. An introduction to mathematical risk theory. Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David Coherent measures of risk. Math. Finance 9 (1999), no. 3, 203--228.
Previous knowledge
Knowledge of probability theory
Accompanying courses
105.041 UE Risk and Ruin Theory
Language
German