105.512 Risk theory

2004S, VO, 2.0h, 3.0EC

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: VO Lecture

Aim of course

Introduction to and overview of risk theory.

Subject of course

Random sums, random processes, martingales in risk theory. Principles of premium calculation. Ruin theory. Coherent measures of risk.

Additional information

This course is for students of the old curriculum 'Technische Mathematik'. The same course for the new curriculum is lastig 4 hours a week. The two courses will be held together, so the two-hour course ends after half of the time.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue10:15 - 11:4509.03.2004 - 30.06.2004FH Hörsaal 4 HUBALEK
Fri15:30 - 17:0012.03.2004FH Hörsaal 4 HUBALEK
Risk theory - Single appointments
DayDateTimeLocationDescription
Tue09.03.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Fri12.03.200415:30 - 17:00FH Hörsaal 4 HUBALEK
Tue16.03.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue23.03.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue30.03.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue06.04.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue13.04.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue20.04.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue27.04.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue04.05.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue11.05.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue18.05.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue25.05.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue01.06.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue08.06.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue15.06.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue22.06.200410:15 - 11:45FH Hörsaal 4 HUBALEK
Tue29.06.200410:15 - 11:45FH Hörsaal 4 HUBALEK

Examination modalities

written and oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
No records found.

Literature

Hans U. Gerber: An Introduction to Mathematical Risk Theory

Previous knowledge

Knowledge of probability theory

Accompanying courses

Language

German