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105.042
Risk theory
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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
Hubalek, Friedrich
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
14:45 - 16:30
04.10.2007 - 02.02.2008
FH Hörsaal 3 - MATH
HUBALEK
Tue
10:00 - 12:00
09.10.2007 - 02.02.2008
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
04.10.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
09.10.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
11.10.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
16.10.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
18.10.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
23.10.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
25.10.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
30.10.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
01.11.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
06.11.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
08.11.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
13.11.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
15.11.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
20.11.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
22.11.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
27.11.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
29.11.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
04.12.2007
10:00 - 12:00
FH Hörsaal 4
HUBALEK
Thu
06.12.2007
14:45 - 16:30
FH Hörsaal 3 - MATH
HUBALEK
Tue
11.12.2007
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