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105.202
non-life insurance mathematics 1
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.
2009W
2007W
2005W
2004W
2003W
2002W
2001W
2009W, 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
Thu
16:30 - 18:30
01.10.2009 - 28.01.2010
FH Hörsaal 2
KRISCHANITZ
Show single appointments
non-life insurance mathematics 1 - Single appointments
F
P
1
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E
Day
Date
Time
Location
Description
Thu
01.10.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
08.10.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
15.10.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
22.10.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
29.10.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
05.11.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
12.11.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
19.11.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
26.11.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
03.12.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
10.12.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
17.12.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
24.12.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
31.12.2009
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
07.01.2010
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
14.01.2010
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
21.01.2010
16:30 - 18:30
FH Hörsaal 2
KRISCHANITZ
Thu
28.01.2010
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
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
864 Mathematics for Natural Sciences
Not specified
866 Economic Mathematics
Not specified
867 Statistics
Not specified
869 Mathematics in Computer Science
Not specified
873 Finance and Actuarial Mathematics
Not specified
Literature
Thomas Mack, "Schadenversicherungsmathematik", DGVM 28, 1997
Go to Course Materials
Continuative courses
105.026 VO non-life insurance mathematics 2
Language
German