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.

2017W, 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

Insurance of several lifes, modification of contracts, profit and contribution formula, profit sharing. Markov model. Introduction to pension insurance: public and private disability insurance, widow's insurance, present values and reserves, methods for financing them. The annuity table AVÖ2005R. Pension funds. Introduction to health insurance mathematics (according to life insurance mathematics): claims amount per risk and profiles, reserves, expense loading, conversion of a contract. Unit-linked life insurance contracts. Stochastic Interest: no principle of diversification.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue10:00 - 13:0003.10.2017FH Hörsaal 3 - MATH Erster Termin
Wed10:00 - 12:3004.10.2017 - 24.01.2018FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue10:00 - 12:0010.10.2017 - 23.01.2018FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Life and health insurance mathematics - Single appointments
DayDateTimeLocationDescription
Tue03.10.201710:00 - 13:00FH Hörsaal 3 - MATH Erster Termin
Wed04.10.201710:00 - 12:30FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue10.10.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue17.10.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue24.10.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue31.10.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue07.11.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue14.11.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue21.11.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue28.11.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Wed29.11.201710:00 - 12:30FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue05.12.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue12.12.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue19.12.201710:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Wed20.12.201710:00 - 12:30FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue09.01.201810:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Wed10.01.201810:00 - 12:30FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue16.01.201810:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Wed17.01.201810:00 - 12:30FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15
Tue23.01.201810:00 - 12:00FH Hörsaal 3 - MATH 2017W: Regulärer Beginn 10:15

Examination modalities

oral exam

Course registration

Begin End Deregistration end
31.08.2017 00:00 31.01.2018 23:59 30.10.2017 23:59

Registration modalities

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Curricula

Study CodeObligationSemesterPrecon.Info
033 205 Financial and Actuarial Mathematics Mandatory5. Semester
066 405 Financial and Actuarial Mathematics Mandatory elective
860 GW Optional Courses - Technical Mathematics Not specified

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