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.

2017W, 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

  • Zettl, Christian
  • Ziehaus, Christina

Institute

Course dates

DayTimeDateLocationDescription
Wed16:00 - 21:0018.10.2017 - 13.12.2017FH 8 Nöbauer HS - MATH .
Actuarial Modeling - Single appointments
DayDateTimeLocationDescription
Wed18.10.201716:00 - 21:00FH 8 Nöbauer HS - MATH Zettl
Wed25.10.201716:00 - 21:00FH 8 Nöbauer HS - MATH Zettl
Wed22.11.201716:00 - 21:00FH 8 Nöbauer HS - MATH Ziehaus
Wed06.12.201716:00 - 21:00FH 8 Nöbauer HS - MATH Ziehaus
Wed13.12.201716:00 - 21:00FH 8 Nöbauer HS - MATH Ziehaus / Zettl

Examination modalities

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

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
31.08.2017 00:00 29.06.2018 23:59 30.12.2017 23:59

Registration modalities

Anmeldung nur für Vorlesungsunterlagen 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.

Previous knowledge

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

Language

German