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105.053
AKVFM Ruin theory
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2006W, 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
02.10.2006 - 31.01.2007
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
02.10.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
09.10.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
16.10.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
23.10.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
30.10.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
06.11.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
13.11.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
20.11.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
27.11.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
04.12.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
11.12.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
18.12.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
25.12.2006
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
01.01.2007
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
08.01.2007
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
15.01.2007
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
22.01.2007
16:30 - 19:00
Sem.R. DA grün 06A
GRANDITS
Mon
29.01.2007
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