# 105.756 Statistical Methods in Insurance 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

2023W, VU, 2.5h, 4.0EC

## Properties

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

## 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

Written and oral

## Course dates

DayTimeDateLocationDescription
Tue17:00 - 20:0003.10.2023 - 16.01.2024Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Fri14:00 - 17:0026.01.2024FH Hörsaal 3 - MATH 14:30 Gastvortrag MSK
Statistical Methods in Insurance - Single appointments
DayDateTimeLocationDescription
Tue03.10.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue10.10.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue17.10.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue24.10.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue31.10.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue07.11.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue14.11.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue21.11.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue28.11.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue12.12.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue19.12.202317:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue09.01.202417:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Tue16.01.202417:00 - 20:00Sem.R. DA grün 02 A - GEO Statistische Methoden VM
Fri26.01.202414:00 - 17:00FH Hörsaal 3 - MATH 14:30 Gastvortrag MSK

## Examination modalities

Grading of exercise problems and oral exam

## Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Mon17:00 - 20:0001.07.2024Sem.R. DA grün 06A oral11.04.2024 12:00 - 28.06.2024 12:00TISSStatistische Methoden 07/24

## Course registration

Begin End Deregistration end
21.09.2023 00:00 30.10.2023 23:59 30.10.2023 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.

German