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105.042
Risk theory
2011W
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2006W
2005W
2004W
2004S
2005W, 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
04.10.2005 - 26.01.2006
FH Hörsaal 4
LEITNER
Tue
10:00 - 12:00
04.10.2005
FH Hörsaal 4
Vorbesprechung: LEITNER
Thu
14:45 - 16:30
13.10.2005 - 26.01.2006
FH Hörsaal 3 - MATH
LEITNER
Show single appointments
Risk theory - Single appointments
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P
1
2
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Day
Date
Time
Location
Description
Tue
04.10.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Tue
04.10.2005
10:00 - 12:00
FH Hörsaal 4
Vorbesprechung: LEITNER
Tue
11.10.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
13.10.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
18.10.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
20.10.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
25.10.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
27.10.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
01.11.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
03.11.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
08.11.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
10.11.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
15.11.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
17.11.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
22.11.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
24.11.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
29.11.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
01.12.2005
14:45 - 16:30
FH Hörsaal 3 - MATH
LEITNER
Tue
06.12.2005
10:00 - 12:00
FH Hörsaal 4
LEITNER
Thu
08.12.2005
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
