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| Detailed information |
| Original study plan |
Master's programme Computational Mathematics 2023W |
| Objectives |
At the end of the course, students will have an understanding of the mathematics behind non-life insurance and will have dealt with different modeling approaches.
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| Subject |
Insurance Principle, claim distributions, individual model, collective model, risk processes, ruin probabilities, premium principles, reserves
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| Criteria for evaluation |
Oral exam.
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| Methods |
Blackboard presentation.
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| Language |
German or English depending on the participants. If you prefer the course in English, please let the teacher know well in advance. |
| Study material |
Hanspeter Schmidli, Risk Theory, Springer, 2017; Thomas Mikosch, Non-Life Insurance Mathematics: An Introduction with the Poisson Process, Springer, 2009.
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| Changing subject? |
No |
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