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105.042
Risk theory
2011W
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2006W
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2004S
2006W, 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
Thu
14:45 - 16:30
05.10.2006 - 31.01.2007
FH Hörsaal 3 - MATH
HUBALEK
Tue
10:00 - 12:00
10.10.2006 - 31.01.2007
FH Hörsaal 4
HUBALEK
Show single appointments
Risk theory - Single appointments
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P
1
2
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Day
Date
Time
Location
Description
Thu
05.10.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
10.10.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
12.10.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
17.10.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
19.10.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
24.10.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
26.10.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
31.10.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
02.11.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
07.11.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
09.11.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
14.11.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
16.11.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
21.11.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
23.11.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
28.11.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
30.11.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
05.12.2006
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
07.12.2006
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
12.12.2006
10:00 - 12:00
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
