105.041 Risk and Ruin Theory
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2021W, UE, 2.0h, 3.0EC
TUWEL

Course evaluation

Properties

  • Semester hours: 2.0
  • Credits: 3.0
  • Type: UE Exercise
  • Format: Distance Learning

Learning outcomes

After successful completion of the course, students are able tocalculate premium bounds, estimate ruin probabilities, apply coherent measures of risks to common loss distributions, invert numerically the Laplace transform of the ruin probability, compare concrete risks according to stochastic orders.




Subject of course

martingale theorie, compund Poisson Process, premium calculation principles ruin theorie, koherent measures of risk, stochastic orders

Teaching methods

Interactive discussion and spontaneous problem solving, possibly as a group, at the blackboard. Some optional computer exercises.

 

Mode of examination

Immanent

Lecturers

Institute

Examination modalities

Frequent active participation for the problem solving sessions as described.

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Thu - 27.01.2022writtenno application-Benotung zu Semesterende (2021W)

Group dates

GroupDayTimeDateLocationDescription
Gruppe A (13-15 Uhr)Tue13:00 - 15:0012.10.2021 - 25.01.2022 Zoom / siehe TUWEL105.041 Risk and Ruin Theory Gruppe A (13-15 Uhr)
Gruppe B (15-17 Uhr)Tue15:00 - 17:0012.10.2021 - 25.01.2022 Zoom / siehe TUWEL105.041 Risk and Ruin Theory Gruppe B (15-17 Uhr)

Course registration

Use Group Registration to register.

Group Registration

GroupRegistration FromTo
Gruppe A (13-15 Uhr)01.09.2021 00:0010.10.2021 23:59
Gruppe B (15-17 Uhr)01.09.2021 00:0010.10.2021 23:59

Curricula

Literature

No lecture notes are available.

Accompanying courses

Miscellaneous

  • Attendance Required!

Language

if required in English