Deutsch
Help
Login
Lectures
Courses
Academic Programs
Offered Theses
Application for studies
Mobility Services
roomTUlearn
Rooms
Booking Schedule
Student Support Services
Lehre
Forschung
Organisation
105.512
Risk theory
2004W
2004S
2003S
2002S
2001S
2000S
1998W
1997W
1996W
1995W
1994W
1993W
1992W
1991W
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
Hubalek, Friedrich
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
10:15 - 11:45
09.03.2004 - 30.06.2004
FH Hörsaal 4
HUBALEK
Fri
15:30 - 17:00
12.03.2004
FH Hörsaal 4
HUBALEK
Show single appointments
Risk theory - Single appointments
F
P
1
N
E
Day
Date
Time
Location
Description
Tue
09.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Fri
12.03.2004
15:30 - 17:00
FH Hörsaal 4
HUBALEK
Tue
16.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
23.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
30.03.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
06.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
13.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
20.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
27.04.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
04.05.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
11.05.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
18.05.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
25.05.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
01.06.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
08.06.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
15.06.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
22.06.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
Tue
29.06.2004
10:15 - 11:45
FH Hörsaal 4
HUBALEK
F
P
1
N
E
Examination modalities
written and oral exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
Hans U. Gerber: An Introduction to Mathematical Risk Theory
Previous knowledge
Knowledge of probability theory
Accompanying courses
105.501 UE Risk theory
Language
German