# 105.737 AKFVM Reinsurance 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"});}); 2024S 2023S 2022S

2023S, 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..

- 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.

Oral

## Course dates

DayTimeDateLocationDescription
Tue10:00 - 12:0007.03.2023Sem.R. DB gelb 09 .
Tue09:00 - 11:0014.03.2023 - 27.06.2023Sem.R. DB gelb 09 .
AKFVM Reinsurance - Single appointments
DayDateTimeLocationDescription
Tue07.03.202310:00 - 12:00Sem.R. DB gelb 09 .
Tue14.03.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue21.03.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue28.03.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue18.04.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue25.04.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue02.05.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue09.05.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue16.05.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue23.05.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue06.06.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue13.06.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue20.06.202309:00 - 11:00Sem.R. DB gelb 09 .
Tue27.06.202309:00 - 11:00Sem.R. DB gelb 09 .

Oral exam

## Course registration

Begin End Deregistration end
31.12.2022 00:00 30.03.2023 23:59 30.03.2023 23:59

## Curricula

Study CodeObligationSemesterPrecon.Info
860 GW Optional Courses - Technical Mathematics Mandatory elective

## Literature

No lecture notes are available.

## Language

if required in English