105.044 Life insurance mathematics exercises
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2010W, UE, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • 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

  • Kautschitsch, Hermann

Institute

Examination modalities

Exercises are to be prepared and presented at the blackboard.

Course registration

Begin End Deregistration end
01.09.2010 00:00 03.11.2010 23:55 03.11.2010 23:55

Registration modalities

Please register via TISS.

Curricula

Study CodeObligationSemesterPrecon.Info
033 205 Financial and Actuarial Mathematics Mandatory3. Semester
033 215 Actuarial Mathematics Mandatory3. Semester
873 Finance and Actuarial Mathematics Mandatory

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.
Martin Predota, Prämienkalkulation in der Lebensversicherung: Einführung mit Beispielen aus der Praxis, AVM-Verlag (Meidenbauer), 2010.

Accompanying courses

Miscellaneous

  • Attendance Required!

Language

German