105.601 Life and health insurance mathematics
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2012W, VO, 4.0h, 6.0EC

Properties

  • Semester hours: 4.0
  • Credits: 6.0
  • Type: VO Lecture

Aim of course

Actuarial models for life, disability and health insurance, mathematics for pensions, pension funds, healt insurance mathematics, unit-linked life insurance contracts.

Subject of course

(I) Insurance of several lifes, total loss in a portfolio, collective model, Panjer recursion, reinsurance and types of contracts, inclusion of costs, sufficient premium, sufficient actuarial reserves, business plan, profit and contribution formula, profit sharing. (II) Introduction to pension insurance: Model (states and state changes), present values and reserves, methods for financing them. (III) Pension funds. (IV) Introduction to health insurance mathematics (according to life insurance mathematics): claims amount per risk and profiles, reserves, expense loading, conversion of a contract. (V) Unit-linked life insurance contracts: pricing of unit-linked contracts. Stochastic Interest: no principle of diversification.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue10:00 - 11:3002.10.2012FH Hörsaal 3 - MATH 1. Termin
Wed10:00 - 12:0003.10.2012 - 30.01.2013FH Hörsaal 3 - MATH .
Tue10:00 - 12:0009.10.2012 - 29.01.2013FH Hörsaal 3 - MATH .
Wed10:00 - 12:0017.10.2012FH Hörsaal 3 - MATH .
Life and health insurance mathematics - Single appointments
DayDateTimeLocationDescription
Tue02.10.201210:00 - 11:30FH Hörsaal 3 - MATH 1. Termin
Wed03.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue09.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue16.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Wed17.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue23.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue30.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Wed31.10.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue06.11.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue13.11.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue20.11.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue27.11.201210:00 - 12:00FH Hörsaal 3 - MATH .
Wed28.11.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue04.12.201210:00 - 12:00FH Hörsaal 3 - MATH .
Wed05.12.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue11.12.201210:00 - 12:00FH Hörsaal 3 - MATH .
Wed12.12.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue18.12.201210:00 - 12:00FH Hörsaal 3 - MATH .
Wed19.12.201210:00 - 12:00FH Hörsaal 3 - MATH .
Tue08.01.201310:00 - 12:00FH Hörsaal 3 - MATH .

Examination modalities

mündliche Prüfung

Course registration

Begin End Deregistration end
01.10.2012 00:00 31.01.2013 23:59 31.01.2013 23:59

Registration modalities

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Curricula

Literature

  • GERBER, H.U.: Life Insurance Mathematics. (3rd edition), 1997, Springer, ISBN 354062242X, Chapter 8 to 11
  • DICKSON, D., M. HARDY, H. WATERS: Actuarial Mathematics for Life Contingent Risks. International Series on Actuarial Science, 2009, Cambridge University Press, ISBN 9780521118255
  • KOLLER, M.: Stochastische Modelle in der Lebensversicherung. (2nd edition), 2010, Springer, ISBN 9783642112515
  • KOLLER, M.: Life Insurance Risk Management Essentials. EAA Series, 2011, Springer, ISBN 9783642207204

Preceding courses

Accompanying courses

Continuative courses

Language

German