105.042 Risk theory

2007W, 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

Institute

Course dates

DayTimeDateLocationDescription
Thu14:45 - 16:3004.10.2007 - 02.02.2008FH Hörsaal 3 - MATH HUBALEK
Tue10:00 - 12:0009.10.2007 - 02.02.2008FH Hörsaal 4 HUBALEK
Risk theory - Single appointments
DayDateTimeLocationDescription
Thu04.10.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue09.10.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu11.10.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue16.10.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu18.10.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue23.10.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu25.10.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue30.10.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu01.11.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue06.11.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu08.11.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue13.11.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu15.11.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue20.11.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu22.11.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue27.11.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu29.11.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue04.12.200710:00 - 12:00FH Hörsaal 4 HUBALEK
Thu06.12.200714:45 - 16:30FH Hörsaal 3 - MATH HUBALEK
Tue11.12.200710:00 - 12:00FH Hörsaal 4 HUBALEK

Examination modalities

written and oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.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

Language

German