105.643 Aktuarielle Modellierung
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, 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

Institute

Course dates

DayTimeDateLocationDescription
Wed16:30 - 18:3003.10.2012FH 8 Nöbauer HS - MATH Freihaus, 2. OG, gelb
Wed16:30 - 18:3010.10.2012Sem.R. DA grün 03 A Freihaus, 3. OG, grün
Wed16:30 - 18:3024.10.2012 - 16.01.2013Sem.R. DA grün 04 Freihaus, 4. OG, grün
Fri13:00 - 17:0011.01.2013FH Hörsaal 4 Ersatztermin für entfallene VO
Aktuarielle Modellierung - Single appointments
DayDateTimeLocationDescription
Wed03.10.201216:30 - 18:30FH 8 Nöbauer HS - MATH Freihaus, 2. OG, gelb
Wed10.10.201216:30 - 18:30Sem.R. DA grün 03 A Freihaus, 3. OG, grün
Wed24.10.201216:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün
Wed07.11.201216:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün
Wed14.11.201216:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün
Wed05.12.201216:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün
Wed12.12.201216:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün
Wed09.01.201316:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün
Fri11.01.201313:00 - 17:00FH Hörsaal 4 Ersatztermin für entfallene VO
Wed16.01.201316:30 - 18:30Sem.R. DA grün 04 Freihaus, 4. OG, grün

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Tue12:00 - 14:0017.09.2024FH Hörsaal 1 - MWB written01.01.2024 00:00 - 10.09.2024 23:59TISSPrüfung 2023W (letzter Termin)

Course registration

Begin End Deregistration end
01.10.2012 00:00 30.11.2012 23:59 31.01.2013 23:59

Registration modalities

Anmeldung nur für LVA-Unterlagen notwendig.

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.

Language

German