# 105.643 Actuarial Modeling This course is in all assigned curricula part of the STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_21",{id:"j_id_21",showEffect:"fade",hideEffect:"fade",target:"isAllSteop"});});This course is in at least 1 assigned curriculum part of the STEOP.\$(function(){PrimeFaces.cw("Tooltip","widget_j_id_23",{id:"j_id_23",showEffect:"fade",hideEffect:"fade",target:"isAnySteop"});}); 2023W 2022W 2021W 2020W 2019W 2018W 2017W 2016W 2015W 2014W 2013W 2012W

2022W, VO, 2.0h, 3.0EC

## Properties

• Semester hours: 2.0
• Credits: 3.0
• Type: VO Lecture
• Format: Presence

## Learning outcomes

After successful completion of the course, students are able to...

• describe the basics of actuarial modeling,
• explain and apply the modeling process (Actuarial Control Cycle),
• choose the models according to the situation,
• understand calibration, validation and sensitivity tests
• assess the adequacy of basic models in life insurance, especially with regard to Solvency II and composite insurance.

## 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

## Teaching methods

The basic contents and concepts are presented by the head of the LVA and illustrated and discussed with the help of examples.

Written

## Course dates

DayTimeDateLocationDescription
Wed16:00 - 20:0019.10.2022 - 14.12.2022FH 8 Nöbauer HS - MATH Krischanitz (3 Termine)
Actuarial Modeling - Single appointments
DayDateTimeLocationDescription
Wed19.10.202216:00 - 20:00FH 8 Nöbauer HS - MATH Krischanitz - 1. VO-Einheit ONLINE via Zoom: https://tuwien.zoom.us/j/91711827781?pwd=NGx5bnd4ejNVa2dqRkY2RjEzZEp2QT09
Wed09.11.202216:00 - 20:00FH 8 Nöbauer HS - MATH Krischanitz
Wed23.11.202216:00 - 20:00FH 8 Nöbauer HS - MATH Krischanitz
Wed30.11.202216:00 - 20:00FH 8 Nöbauer HS - MATH Ziehaus
Wed07.12.202216:00 - 20:00FH 8 Nöbauer HS - MATH Ziehaus
Wed14.12.202216:00 - 20:00FH 8 Nöbauer HS - MATH Ziehaus

## Examination modalities

The performance is assessed by an examination at the end of the semester.
See: 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)
Thu16:00 - 18:0009.01.2025FH Hörsaal 1 - MWB written01.10.2024 00:00 - 02.01.2025 23:59TISSPrüfung 2024W
Tue13:00 - 15:0018.02.2025FH Hörsaal 1 - MWB written01.01.2025 00:00 - 11.02.2025 23:59TISSPrüfung 2024W (Nebentermin)
Tue13:00 - 15:0016.09.2025FH Hörsaal 1 - MWB written01.07.2025 00:00 - 09.09.2025 23:59TISSPrüfung 2024W (letzter Termin)

## Course registration

Begin End Deregistration end
01.09.2022 00:00 30.06.2023 23:59 31.12.2022 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

German