105.053 AKVFM Ruin theory

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

Institute

Course dates

DayTimeDateLocationDescription
Mon16:30 - 19:0004.10.2004 - 27.01.2005Sem.R. DA grün 06A GRANDITS
AKVFM Ruin theory - Single appointments
DayDateTimeLocationDescription
Mon04.10.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon11.10.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon18.10.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon25.10.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon01.11.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon08.11.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon15.11.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon22.11.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon29.11.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon06.12.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon13.12.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon20.12.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon27.12.200416:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon03.01.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon10.01.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon17.01.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon24.01.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

No lecture notes are available.

Language

German