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105.053
AKVFM Ruin theory
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2004W
2004W, VU, 3.0h, 4.5EC
Properties
Semester hours: 3.0
Credits: 4.5
Type: VU Lecture and Exercise
Aim of course
On the basis of the course "Risk theory" the sudents should acquire some knowledge in modern topics of "ruin theory".
Subject of course
Pollaczek-Khinchine formula, diffusion approximation, premiums depending on the reserve, heavy-tailed distribution, ruin probabilities for an insurer investing in the stock market
Lecturers
Grandits, Peter
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Mon
16:30 - 19:00
04.10.2004 - 27.01.2005
Sem.R. DA grün 06A
GRANDITS
Show single appointments
AKVFM Ruin theory - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Mon
04.10.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
11.10.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
18.10.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
25.10.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
01.11.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
08.11.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
15.11.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
22.11.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
29.11.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
06.12.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
13.12.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
20.12.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
27.12.2004
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
03.01.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
10.01.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
17.01.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
24.01.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
F
P
1
N
E
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
No lecture notes are available.
Language
German