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,
|Lecture (2 SWS, mit integrierten recitation classen), |
90 hours (30 h attendance, 60 h private study)
Course requirement: Successful completion of at least 50 percent of the points from the weekly exercises.
Examination type: Written examination
|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|
|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|
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
- 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.
None. The competences taught in the following modules are recommended: either Linear Algebra I and Linear Algebra II or Basic Linear Algebra, either Analysis I and Analysis II or Basic Real Analysis, Elementary Stochastics.
- Neuburger, E.: Mathematik und Technik betrieblicher Pensionszusagen
- Gerber, H.U.: Lebensversicherungsmathematik
- Diverse Aufsätze zur Risikotheorie / Schadensversicherungsmathematik
This page describes a module according to the latest valid module guide in Wintersemester 2022/23. 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:
- WiSe 2016/17 (no corresponding element)
- SoSe 2018 (no corresponding element)
- WiSe 2018/19
- WiSe 2019/20
- WiSe 2020/21
- SoSe 2021
- WiSe 2021/22
- WiSe 2022/23
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.