105.167 Large Deviations with Applications in Actuarial and Financial Mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2010W, VO, 2.0h, 3.0EC

Properties

Understanding a classical topic of stochastics, including applications in risk management.

Cramer's Theorem, Sanov's Theorem, general LDP, applications in risk management.

Day	Time	Date	Location	Description
Thu	13:00 - 14:45	07.10.2010 - 27.01.2011	Sem.R. DA grün 06A	GERHOLD

Large Deviations with Applications in Actuarial and Financial Mathematics - Single appointments

Day	Date	Time	Location	Description
Thu	07.10.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	14.10.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	21.10.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	28.10.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	04.11.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	11.11.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	18.11.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	25.11.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	02.12.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	09.12.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	16.12.2010	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	13.01.2011	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	20.01.2011	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD
Thu	27.01.2011	13:00 - 14:45	Sem.R. DA grün 06A	GERHOLD

Oral exam

Not necessary

Study Code	Obligation	Semester	Precon.	Info
066 400 Mathematics	Not specified
066 401 Statistics	Not specified
066 402 Mathematics in Science and Technology	Not specified
066 403 Mathematics in Economics	Not specified
066 404 Mathematics in Computer Science	Not specified
066 405 Financial and Actuarial Mathematics	Not specified
066 415 Actuarial Mathematics	Not specified
860 Technical Mathematics	Not specified

No lecture notes are available.

German