105.756 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.

2022W, VU, 2.5h, 4.0EC
Lecture TubeTUWEL

Course evaluation

Properties

  • Semester hours: 2.5
  • Credits: 4.0
  • Type: VU Lecture and Exercise
  • LectureTube course
  • Format: Hybrid

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

  • Data Science (incl. data collection, data structures, databases, visualization, numerical and ethical as well as regulatory aspects)
  • non-parametric data analysis, balancing methods
  • Deep Learning
  • Stochastic risk modelling, copulas
  • Deepening of statistical modelling of damage figures
  • Deepening of the credibility theory
  • Application of regression and classification together with the above techniques to actuarial problems, in particular:
    • Risk classification
    • Bonus-malus systems
    • Calculation bases (incl. transition probabilities, Kaplan-Meier and Nelson-Aalen estimators, etc.)
    • Life tables (adaptation/compensation, estimation, generational life tables, projection, disaster scenarios, etc.)

Teaching methods

Lecture, solving of problems

Mode of examination

Written and oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue17:00 - 20:0004.10.2022 - 24.01.2023Sem.R. DA grün 02 A Statistische Methoden VM
Tue17:00 - 20:0020.12.2022 Zoom / siehe TUWEL (LIVE)(Nur) Online via Zoom - siehe TUWEL-Kurs
Statistical Methods in Insurance - Single appointments
DayDateTimeLocationDescription
Tue04.10.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue11.10.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue18.10.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue25.10.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue08.11.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue22.11.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue29.11.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue06.12.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue13.12.202217:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue20.12.202217:00 - 20:00 Zoom / siehe TUWEL(Nur) Online via Zoom - siehe TUWEL-Kurs
Tue10.01.202317:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue17.01.202317:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM
Tue24.01.202317:00 - 20:00Sem.R. DA grün 02 A Statistische Methoden VM

Examination modalities

Grading of exercise problems and oral exam

Course registration

Begin End Deregistration end
04.10.2022 00:00 31.10.2022 23:59 31.10.2022 23:59

Curricula

Literature

No lecture notes are available.

Language

German