105.512 Risk theory Canceled

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

Institute

Examination modalities

written and oral exam

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
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Literature

Hans U. Gerber: An Introduction to Mathematical Risk Theory

Previous knowledge

Knowledge of probability theory

Language

German