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105.042
Risk theory
2011W
2010W
2009W
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2006W
2005W
2004W
2004S
2004W, 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
Leitner, Johannes
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
10:00 - 12:00
05.10.2004 - 20.01.2005
FH Hörsaal 4
LEITNER
Thu
14:45 - 16:30
07.10.2004 - 20.01.2005
FH Hörsaal 3 - MATH
LEITNER
Show single appointments
Risk theory - Single appointments
F
P
1
2
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Day
Date
Time
Location
Description
Tue
05.10.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
07.10.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
12.10.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
14.10.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
19.10.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
21.10.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
26.10.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
28.10.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
02.11.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
04.11.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
09.11.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
11.11.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
16.11.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
18.11.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
23.11.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
25.11.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
30.11.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
02.12.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
07.12.2004
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
09.12.2004
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
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