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Detailinformationen |
Quellcurriculum |
Masterstudium Computational Mathematics 2024W |
Ziele |
(*)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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Lehrinhalte |
(*)Insurance Principle, claim distributions, individual model, collective model, risk processes, ruin probabilities, premium principles, reserves
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Beurteilungskriterien |
(*)Oral exam.
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Lehrmethoden |
(*)Blackboard presentation.
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Abhaltungssprache |
Englisch |
Literatur |
(*)Hanspeter Schmidli, Risk Theory, Springer, 2017; Thomas Mikosch, Non-Life Insurance Mathematics: An Introduction with the Poisson Process, Springer, 2009.
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Lehrinhalte wechselnd? |
Nein |
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