105.053 AKVFM Ruin theory

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

Institute

Course dates

DayTimeDateLocationDescription
Mon16:30 - 19:0002.10.2006 - 31.01.2007Sem.R. DA grün 06A GRANDITS
AKVFM Ruin theory - Single appointments
DayDateTimeLocationDescription
Mon02.10.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon09.10.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon16.10.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon23.10.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon30.10.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon06.11.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon13.11.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon20.11.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon27.11.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon04.12.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon11.12.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon18.12.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon25.12.200616:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon01.01.200716:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon08.01.200716:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon15.01.200716:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon22.01.200716:30 - 19:00Sem.R. DA grün 06A GRANDITS
Mon29.01.200716:30 - 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