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.

2017W, 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 - 12:0002.10.2017 - 22.01.2018FH Hörsaal 2 .
Tue10:30 - 12:1503.10.2017 - 23.01.2018FH Hörsaal 2 .
Risk and Ruin Theory - Single appointments
DayDateTimeLocationDescription
Mon02.10.201711:00 - 12:00FH Hörsaal 2 .
Tue03.10.201710:30 - 12:15FH Hörsaal 2 .
Mon09.10.201711:00 - 12:00FH Hörsaal 2 .
Tue10.10.201710:30 - 12:15FH Hörsaal 2 .
Mon16.10.201711:00 - 12:00FH Hörsaal 2 .
Tue17.10.201710:30 - 12:15FH Hörsaal 2 .
Mon23.10.201711:00 - 12:00FH Hörsaal 2 .
Tue24.10.201710:30 - 12:15FH Hörsaal 2 .
Mon30.10.201711:00 - 12:00FH Hörsaal 2 .
Tue31.10.201710:30 - 12:15FH Hörsaal 2 .
Mon06.11.201711:00 - 12:00FH Hörsaal 2 .
Tue07.11.201710:30 - 12:15FH Hörsaal 2 .
Mon13.11.201711:00 - 12:00FH Hörsaal 2 .
Tue14.11.201710:30 - 12:15FH Hörsaal 2 .
Mon20.11.201711:00 - 12:00FH Hörsaal 2 .
Tue21.11.201710:30 - 12:15FH Hörsaal 2 .
Mon27.11.201711:00 - 12:00FH Hörsaal 2 .
Tue28.11.201710:30 - 12:15FH Hörsaal 2 .
Mon04.12.201711:00 - 12:00FH Hörsaal 2 .
Tue05.12.201710:30 - 12:15FH Hörsaal 2 .

Examination modalities

Oral exam.

Course registration

Begin End Deregistration end
27.07.2017 00:00 26.12.2017 23:59 26.01.2018 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
066 405 Financial and Actuarial Mathematics Mandatory
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Accompanying courses

Language

if required in English