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.

2018W, VO, 3.0h, 4.5EC
TUWEL

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 - 12:0001.10.2018 - 28.01.2019FH Hörsaal 2 .
Tue10:00 - 12:0002.10.2018 - 22.01.2019FH Hörsaal 2 .
Thu14:15 - 15:4508.11.2018Hörsaal 12 Ersatztermin1
Thu14:15 - 15:4522.11.2018FH Hörsaal 4 Ersatztermin2
Tue10:00 - 12:0008.01.2019HS 17 Friedrich Hartmann - ARCH Anderer Hörsaal!!!
Risk and Ruin Theory - Single appointments
DayDateTimeLocationDescription
Mon01.10.201811:00 - 12:00FH Hörsaal 2 .
Tue02.10.201810:00 - 12:00FH Hörsaal 2 .
Mon08.10.201811:00 - 12:00FH Hörsaal 2 .
Tue09.10.201810:00 - 12:00FH Hörsaal 2 .
Mon15.10.201811:00 - 12:00FH Hörsaal 2 .
Tue16.10.201810:00 - 12:00FH Hörsaal 2 .
Tue23.10.201810:00 - 12:00FH Hörsaal 2 .
Mon05.11.201811:00 - 12:00FH Hörsaal 2 .
Tue06.11.201810:00 - 12:00FH Hörsaal 2 .
Thu08.11.201814:15 - 15:45Hörsaal 12 Ersatztermin1
Mon12.11.201811:00 - 12:00FH Hörsaal 2 .
Tue13.11.201810:00 - 12:00FH Hörsaal 2 .
Mon19.11.201811:00 - 12:00FH Hörsaal 2 .
Tue20.11.201810:00 - 12:00FH Hörsaal 2 .
Thu22.11.201814:15 - 15:45FH Hörsaal 4 Ersatztermin2
Mon26.11.201811:00 - 12:00FH Hörsaal 2 .
Tue27.11.201810:00 - 12:00FH Hörsaal 2 .
Mon03.12.201811:00 - 12:00FH Hörsaal 2 .
Tue04.12.201810:00 - 12:00FH Hörsaal 2 .
Mon10.12.201811:00 - 12:00FH Hörsaal 2 .

Examination modalities

Oral exam.

Course registration

Begin End Deregistration end
26.07.2018 00:00 25.12.2018 23:59 25.01.2019 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