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105.512
Risk theory
Canceled
2004W
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2004W, 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
Leitner, Johannes
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
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
Language
German