105.053 AKVFM Ruin theory

2005W, 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 - 19:0003.10.2005 - 26.01.2006Sem.R. DA grün 06A GRANDITS
AKVFM Ruin theory - Single appointments
DayDateTimeLocationDescription
Mon03.10.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon10.10.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon17.10.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon24.10.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon31.10.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon07.11.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon14.11.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon21.11.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon28.11.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon05.12.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon12.12.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon19.12.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon26.12.200516:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon02.01.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon09.01.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon16.01.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon23.01.200616:30 - 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