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105.202
non-life insurance mathematics 1
2009W
2007W
2005W
2004W
2003W
2002W
2001W
2007W, VO, 2.0h, 3.0EC
Properties
Semester hours: 2.0
Credits: 3.0
Type: VO Lecture
Aim of course
In the last years the role of mathematical methods in the general insurance business became more important. Therefore we try to provide students with mathematical and statistical tools necessary to answer questions about modelling insurance risks, developping tariff models, optimizing reinsurance or estimating sufficient claims provisions. Basic knowledge in probability theory and statistics is advantageous.
Subject of course
the collective model: - claim number models - claim size distributions - compound claim distribution the individual model: - the poisson model - the gamma model - dependency of expected values and variances tariff models: - premium calculation - deterministic models - stochastic models - bonus/malus-systems and credibility theory reserving models: - deterministic models - stochastic models reinsurance: - large claims and extreme value theory - types of reinsurance contracts - pareto-optimal reinsurance
Lecturers
Krischanitz, Christoph
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
16:30 - 18:30
09.10.2007 - 02.02.2008
FH Hörsaal 2
KRISCHANITZ
Show single appointments
non-life insurance mathematics 1 - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Tue
09.10.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
16.10.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
23.10.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
30.10.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
06.11.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
13.11.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
20.11.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
27.11.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
04.12.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
11.12.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
18.12.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
25.12.2007
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
01.01.2008
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
08.01.2008
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
15.01.2008
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
22.01.2008
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Tue
29.01.2008
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
F
P
1
N
E
Examination modalities
oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
Thomas Mack, "Schadenversicherungsmathematik", DGVM 28, 1997
Continuative courses
105.026 VO non-life insurance mathematics 2
Language
German