Main content

German original

Actuary Science: Risc Theory
(dt. Aktuarwissenschaften: Risikotheorie)

Level, degree of commitment in original study programme Advanced module, compulsory elective module
Forms of teaching and learning,
workload		 Lecture (2 SWS, mit integrierten recitation classen),
90 hours (30 h attendance, 60 h private study)
Credit points,
formal requirements		 3 CP
Translation missing. German original:
Studienleistung: Erreichen von mindestens 50 Prozent der Punkte aus den wöchentlich zu bearbeitenden Übungsaufgaben.
Prüfungsleistung: Klausur
Language,
Grading		 German,
The grading is done with 0 to 15 points according to the examination regulations for study course M.Sc. Business Mathematics.
Original study programme M.Sc. Wirtschaftsmathematik / Wirtschaftsmathematische Anwendungsmodule
Duration,
frequency		 One semester,
Regelmäßig im Wechsel mit anderen advanced moduleen in Versicherungsmathematik
Person in charge of the module's outline Dr. Michael Schüte, Prof. Dr. Hajo Holzmann

Contents

Risk theory incl. non-life insurance mathematics:

Individual and collective model, calculation of total loss distributions, random sums, credibility theory, solvency, loss reservation, reinsurance, risk sharing


Qualification Goals

  • To impart basic knowledge (also applicable in professional practice), in particular on the general principles of provisioning in non-life insurance,
  • Recognition of connections to stochastics as well as to life and health insurance mathematics,
  • Practice of mathematical working methods (development of mathematical intuition and its formal justification, training of the ability to abstract, proof techniques),
  • Improve oral communication skills by practicing free speech in front of an audience and during discussion.

Prerequisites

Translation is missing. Here is the German original:

Keine. Empfohlen werden die Kompetenzen, die in den Basismodulen Analysis und Lineare Algebra sowie im Aufbaumodul Elementare Stochastik vermittelt werden.


Recommended Reading

  • Neuburger, E.: Mathematik und Technik betrieblicher Pensionszusagen
  • Gerber, H.U.: Lebensversicherungsmathematik
  • Diverse Aufsätze zur Risikotheorie / Schadensversicherungsmathematik



Please note:

This page describes a module according to the latest valid module guide in Wintersemester 2018/19. Most rules valid for a module are not covered by the examination regulations and can therefore be updated on a semesterly basis. The following versions are available in the online module guide:

The module guide contains all modules, independent of the current event offer. Please compare the current course catalogue in Marvin.

The information in this online module guide was created automatically. Legally binding is only the information in the examination regulations (Prüfungsordnung). If you notice any discrepancies or errors, we would be grateful for any advice.