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105.053
AKVFM Ruin theory
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2004W
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
Grandits, Peter
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Mon
16:30 - 19:00
03.10.2005 - 26.01.2006
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
03.10.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
10.10.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
17.10.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
24.10.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
31.10.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
07.11.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
14.11.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
21.11.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
28.11.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
05.12.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
12.12.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
19.12.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
26.12.2005
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
02.01.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
09.01.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
16.01.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
23.01.2006
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