105.643 Actuarial Modeling
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, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: VO Lecture

Aim of course

Modelling of insurance contracts, insurance portfolios and insurance companies
Requirements on modelling caused by regulatory frameworks

Subject of course

Basics of actuarial modelling
The modelling process (Actuarial Control Cycle)
Modelchoice, calibration, validation, sensitivity analysis
Basic models in life insurance and non-life insurance with special focus on Solvency II

Lecturers

Forgacs, Angela
Zettl, Christian

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Wed	16:00 - 21:00	24.10.2018 - 12.12.2018	FH 8 Nöbauer HS - MATH	.

Show single appointments

Actuarial Modeling - Single appointments

Day	Date	Time	Location	Description
Wed	24.10.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	31.10.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	07.11.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	14.11.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	21.11.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	28.11.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	05.12.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	Ersatztermin
Wed	12.12.2018	16:00 - 21:00	FH 8 Nöbauer HS - MATH	Ersatztermin

Examination modalities

Written examination.
More information on: https://fam.tuwien.ac.at/lehre/pr/

Exams

Day	Time	Date	Room	Mode of examination	Application time	Application mode	Exam
Tue	12:00 - 14:00	17.09.2024	FH Hörsaal 1 - MWB	written	01.01.2024 00:00 - 10.09.2024 23:59	TISS	Prüfung 2023W (letzter Termin)
Thu	16:00 - 18:00	09.01.2025	FH Hörsaal 1 - MWB	written	01.10.2024 00:00 - 02.01.2025 23:59	TISS	Prüfung 2024W
Tue	13:00 - 15:00	18.02.2025	FH Hörsaal 1 - MWB	written	01.01.2025 00:00 - 11.02.2025 23:59	TISS	Prüfung 2024W (Nebentermin)
Tue	13:00 - 15:00	16.09.2025	FH Hörsaal 1 - MWB	written	01.07.2025 00:00 - 09.09.2025 23:59	TISS	Prüfung 2024W (letzter Termin)

Course registration

Begin	End	Deregistration end
30.08.2018 00:00	28.06.2019 23:59	29.12.2018 23:59

Registration modalities

Anmeldung nur für Vorlesungsunterlagen notwendig!

Curricula

Study Code	Obligation	Semester	Precon.	Info
066 405 Financial and Actuarial Mathematics	Mandatory
860 GW Optional Courses - Technical Mathematics	Not specified

Literature

No lecture notes are available.

Go to Course Materials

Previous knowledge

Idealerweise wurden vorab folgende Vorlesungen besucht:
- Lebensversicherungsmathematik
- Sachversicherungsmathematik (Reservierungsmethoden, Prämienmodellierung, Rückversicherung)
- Statistik und Wahrscheinlichkeitstheorie
- Buchhaltung und Bilanzierung im Finanzwesen

Language

German