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105.737 AKFVM Reinsurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2022S, VO, 2.0h, 3.0EC
TUWEL

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..

 - explain the concept of reinsurance and the most popular reinsurance types:

  • Proportional reinsurance,
  • XL Reinsurance,
  • Stochastic Ordering, COSIMA and ECOMOR reinsurance types,
  • XL and Proportional reinsurance treaties in the Cramer-Lundberg Model and its diffusion approximation,
  • Subexponential distribution, their properties and impact on the ruin probability, the need of reinsurance;

 - derive and determine

  • integro-differential equations for the ruin probability for proportional and XL reinsurance types,
  • asymptotic behaviour of ruin probabilities for different classes of claim size distributions.

Subject of course

Definition and areas of application of reinsurance. Reinsurance in risk theory. Mathematical treatment of reinsurance treaties.

Teaching methods

Presentation and derivation of the results by the lecturer on the blackboard and on the slides, self-study of the lecture notes and provided examples.

Active participation in the lecture is strongly recommended; numerous exercises and examples are included in the slides.

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon09:00 - 10:3007.03.2022 https://tuwien.zoom.us/j/99990651449?pwd=MkZPS0VHK2cyOHIrOXRsNmlUUVlrUT09 (LIVE)1. Termin online via Zoom (siehe TUWEL)
Mon09:00 - 11:0014.03.2022 - 27.06.2022FH Hörsaal 4 VO-Beginn 9:30 pünktlich
AKFVM Reinsurance - Single appointments
DayDateTimeLocationDescription
Mon07.03.202209:00 - 10:30 https://tuwien.zoom.us/j/99990651449?pwd=MkZPS0VHK2cyOHIrOXRsNmlUUVlrUT091. Termin online via Zoom (siehe TUWEL)
Mon14.03.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon21.03.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon28.03.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon04.04.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon25.04.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon02.05.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon09.05.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon16.05.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon23.05.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon30.05.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon13.06.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon20.06.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich
Mon27.06.202209:00 - 11:00FH Hörsaal 4 VO-Beginn 9:30 pünktlich

Examination modalities

Oral exam

Course registration

Begin End Deregistration end
01.01.2022 00:00 31.03.2022 23:59 31.03.2022 23:59

Curricula

Literature

No lecture notes are available.

Language

if required in English