105.660 Statistical Methods in Insurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2020S, VU, 3.0h, 4.5EC
TUWEL

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VU Lecture and Exercise

Learning outcomes

After successful completion of the course, students are able to explain statistical methods that are important in the field of actuarial mathematics, and to apply them to problems of practical importance.

Subject of course

  • Grundlagen statistischer Modelle (Regressionsanalyse, Varianz-/Kovarianzanalyse, Nichtlinearitäten)
  • Parametrische und nichtparametrische Datenanalyse, Ausgleichsverfahren
  • Monte-Carlo-Methoden
  • Stochastische Risikomodellierung
  • Allgemeine Klassifizierungsalgorithmen, v.a. im Hinblick auf Risikoklassifizierung
  • Rechnungsgrundlagen, Sterbetafeln (Anpassung / Ausgleichung, Schätzung, Generationensterbetafeln, Projektion, Katastrophenszenarien, etc.)
  • Vergleich empirischer Daten mit theoretischen Modellen
  • Vertiefung der statistischen Modellierung von Schadenszahlen
  • Vertiefung der Credibility-Theorie
  • Bonus-Malus-Systeme

Teaching methods

Lecture, solving of problems

Mode of examination

Written and oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue17:00 - 20:3003.03.2020 - 10.03.2020FH 8 Nöbauer HS - MATH .
Statistical Methods in Insurance - Single appointments
DayDateTimeLocationDescription
Tue03.03.202017:00 - 20:30FH 8 Nöbauer HS - MATH .
Tue10.03.202017:00 - 20:30FH 8 Nöbauer HS - MATH .

Examination modalities

Grading of exercise problems and oral exam

Course registration

Begin End Deregistration end
03.02.2020 00:00 16.03.2020 23:59 02.04.2020 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.

Language

German