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| Detailinformationen |
| Quellcurriculum |
Masterstudium Computational Mathematics 2025W |
| Lernergebnisse |
Kompetenzen |
| (*)The students should be able to evaluate basic non-life insurance contracts. This includes in particular the modeling of damage distributions, the calculation of the probability of ruin and insurance premiums.
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| Fertigkeiten |
Kenntnisse |
(*)- Distinguish between types of insurance
- Select the correct claim size distribution for the respective applications
- Apply the individual and collective model for claims
- Calculate ruin times and probabilities of ruin
- Define and distinguish between premium principles
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(*)Insurance principle, convolutions and transformed, compound Poisson distribution, individual model, collective model, approximation of models, Panjer recursion, Poission process, risk processes, Cramer Lundberg model and inequality, premium calculation, reserves, chain ladder method
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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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