105.638 Risk and Ruin Theory
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, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • 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.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon11:00 - 12:0001.10.2012 - 21.01.2013FH Hörsaal 2 .
Tue10:15 - 12:0002.10.2012FH Hörsaal 2 Dienstagstermin in der 1. Oktoberwoche
Tue10:15 - 12:0009.10.2012 - 29.01.2013FH Hörsaal 2 .
Risk and Ruin Theory - Single appointments
DayDateTimeLocationDescription
Mon01.10.201211:00 - 12:00FH Hörsaal 2 .
Tue02.10.201210:15 - 12:00FH Hörsaal 2 Dienstagstermin in der 1. Oktoberwoche
Mon08.10.201211:00 - 12:00FH Hörsaal 2 .
Tue09.10.201210:15 - 12:00FH Hörsaal 2 .
Mon15.10.201211:00 - 12:00FH Hörsaal 2 .
Tue16.10.201210:15 - 12:00FH Hörsaal 2 .
Mon22.10.201211:00 - 12:00FH Hörsaal 2 .
Tue23.10.201210:15 - 12:00FH Hörsaal 2 .
Mon29.10.201211:00 - 12:00FH Hörsaal 2 .
Tue30.10.201210:15 - 12:00FH Hörsaal 2 .
Mon05.11.201211:00 - 12:00FH Hörsaal 2 .
Tue06.11.201210:15 - 12:00FH Hörsaal 2 .
Mon12.11.201211:00 - 12:00FH Hörsaal 2 .
Tue13.11.201210:15 - 12:00FH Hörsaal 2 .
Mon19.11.201211:00 - 12:00FH Hörsaal 2 .
Tue20.11.201210:15 - 12:00FH Hörsaal 2 .
Mon26.11.201211:00 - 12:00FH Hörsaal 2 .
Tue27.11.201210:15 - 12:00FH Hörsaal 2 .
Mon03.12.201211:00 - 12:00FH Hörsaal 2 .
Tue04.12.201210:15 - 12:00FH Hörsaal 2 .

Examination modalities

Oral exam.

Course registration

Not necessary

Curricula

Literature

No lecture notes are available.

Language

German