Inhalt

[ 404MAMCNLIV23 ] VL Non-Life Insurance Mathematics

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS M - Master's programme Mathematics Sascha Desmettre 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Master's programme Computational Mathematics 2024W
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.
Subject Insurance Principle, claim distributions, individual model, collective model, risk processes, ruin probabilities, premium principles, reserves
Criteria for evaluation Oral exam.
Methods Blackboard presentation.
Language English
Study material Hanspeter Schmidli, Risk Theory, Springer, 2017; Thomas Mikosch, Non-Life Insurance Mathematics: An Introduction with the Poisson Process, Springer, 2009.
Changing subject? No
On-site course
Maximum number of participants -
Assignment procedure Direct assignment