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105.048
Life insurance mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2023W
2022W
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2020W
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2009W, VO, 3.0h, 4.0EC
Properties
Semester hours: 3.0
Credits: 4.0
Type: VO Lecture
Aim of course
Introduction to the mathematics of life insurance, description of established applied methods in practice, compilation of financial reports, calculation of premiums, determination of premium reserves, quantification of the risk
Subject of course
Introduction to the mathematics of life insurance, compound interest, perpetuities, annuities, bonds, modelling of the future lifetime, whole life and term insurance, pure endowments, endowments, life annuities, net premiums for the elementary forms of insurance (whole life and term insurance, pure endowments, endowments, deferred life annuities), policies with premium refund, net premium reserves for the different forms of insurance, generalisation of the models, the forms of insurance and the premium reserves to multiple decrements, multiple life insurance, expense loadings, estimating probabilities of death, cross-sectional and generation life tables
Lecturers
Schmock, Uwe
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Mon
12:15 - 13:30
05.10.2009 - 28.01.2010
FH Hörsaal 3 - MATH
SCHMOCK
Wed
12:15 - 13:30
07.10.2009 - 28.01.2010
FH Hörsaal 3 - MATH
SCHMOCK
Show single appointments
Life insurance mathematics - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Mon
05.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
07.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
12.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
14.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
19.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
21.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
26.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
28.10.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
02.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
04.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
09.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
11.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
16.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
18.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
23.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
25.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
30.11.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
02.12.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Mon
07.12.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
Wed
09.12.2009
12:15 - 13:30
FH Hörsaal 3 - MATH
SCHMOCK
F
P
1
2
N
E
Examination modalities
Written and oral examination The written exam can be taken at one of three dates during the semester. Dates and details can be found here:
http://www.fam.tuwien.ac.at/lehre/pr/index.php
Exams
Day
Time
Date
Room
Mode of examination
Application time
Application mode
Exam
Fri
13:00 - 15:00
03.05.2024
FH 8 Nöbauer HS - MATH
written
11.04.2024 00:00 - 26.04.2024 23:59
TISS
Prüfung 2023S (Nebentermin)
Fri
12:00 - 14:00
27.09.2024
FH Hörsaal 1 - MWB
written
01.01.2024 00:00 - 20.09.2024 23:59
TISS
Prüfung 2023W (letzter Termin)
Register for an exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
033 205 Financial and Actuarial Mathematics
Mandatory
3. Semester
033 215 Actuarial Mathematics
Mandatory
3. Semester
873 Finance and Actuarial Mathematics
Mandatory
Literature
Lecture notes for this course are available. Kopien des Buchs von Gerber im Sekretariat der
Forschungsgruppe FAM
erhältlich Hans U. Gerber, Life Insurance Mathematics, Springer-Verlag, Second or Third Edition (English version)
Hans U. Gerber, Lebensversicherungsmathematik, Springer-Verlag, First Edition, 1986 (German version)
Accompanying courses
105.044 UE Life insurance mathematics exercises
Continuative courses
105.260 UE Life and health insurance methematics
105.046 VU Advanced life insurance mathematics
105.325 VO Life and health insurance mathematics
Language
German