105.044 Life insurance mathematics exercises

2003W, UE, 2.0h, 2.0EC

Properties

  • Semester hours: 2.0
  • Credits: 2.0
  • Type: UE Exercise

Aim of course

Learn to solve and present concrete exercises related to the above mentioned topics, get accquainted with the material of the course by doing.

Subject of course

Traditional exercises accompagning the lecture. Exercises illustrate and extend the material of the course. We try to solve exercises related to the following topics: Elementary financial mathematics, annuities, perpetuities, introduction to the mathematics of life insurance, mortality tables, commutation numbers, net premium calculation, prospective and retrospective reserves, Zillmer's reserve, expense loadings, conversion of an insurance.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Wed13:00 - 14:0001.10.2003 Vorbesprechung in erster Vorlesung im Freihaus Hörsaal 4
Wed14:15 - 15:4505.11.2003FH Hörsaal 3 - MATH HUBALEK
Wed14:15 - 15:4512.11.2003 - 28.01.2004FH Hörsaal 3 - MATH HUBALEK
Life insurance mathematics exercises - Single appointments
DayDateTimeLocationDescription
Wed01.10.200313:00 - 14:00 Vorbesprechung in erster Vorlesung im Freihaus Hörsaal 4
Wed05.11.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed12.11.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed19.11.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed26.11.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed03.12.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed10.12.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed17.12.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed24.12.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed31.12.200314:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed07.01.200414:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed14.01.200414:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed21.01.200414:15 - 15:45FH Hörsaal 3 - MATH HUBALEK
Wed28.01.200414:15 - 15:45FH Hörsaal 3 - MATH HUBALEK

Examination modalities

Exercises are to be prepared and presented at the blackboard. The number of solved exercises, quality of solution and presentation is considered.

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

Gerber: Lebensversicherungsmathematik. Isenbart, Muenzner: Lebensversicherungsmathematik fuer Praxis und Studium. Wolfsdorf: Versicherungsmathematik Teil 1 Personsenversicherung. Wolff: Versicherungsmathematik. Gerber: Life insurance mathematics. Bowers, Gerber, Hickman, Jones, Nesbitt: Actuarial mathematics.

Previous knowledge

High school knowledge of calculus and probability theory, basic programming skills.

Accompanying courses

Language

German