105.643 Actuarial Modeling
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2019W, VO, 2.0h, 3.0EC

Properties

Semester hours: 2.0
Credits: 3.0
Type: VO Lecture

Learning outcomes

After successful completion of the course, students are able to...

reflect and explain the theory as well as to apply the learned skills in practice (this is a standard text, which will be updated during September 2019).

Subject of course

Basics of actuarial modelling
The modelling process (Actuarial Control Cycle)
Modelchoice, calibration, validation, sensitivity analysis
Basic models in life insurance and non-life insurance with special focus on Solvency II

Teaching methods

The basic contents and concepts are presented by the head of the LVA and illustrated and discussed with the help of examples.

Mode of examination

Written

Lecturers

Forgacs, Angela
Krischanitz, Christoph

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Wed	16:00 - 21:00	16.10.2019 - 04.12.2019	FH 8 Nöbauer HS - MATH	.

Show single appointments

Actuarial Modeling - Single appointments

Day	Date	Time	Location	Description
Wed	16.10.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	23.10.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	30.10.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	06.11.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	20.11.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	27.11.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	.
Wed	04.12.2019	16:00 - 21:00	FH 8 Nöbauer HS - MATH	Ersatztermin, falls ein Termin ausfällt

Examination modalities

The performance is assessed by an examination at the end of the semester.
See: https://fam.tuwien.ac.at/lehre/pr/

Exams

Day	Time	Date	Room	Mode of examination	Application time	Application mode	Exam
Tue	12:00 - 14:00	17.09.2024	FH Hörsaal 1 - MWB	written	01.01.2024 00:00 - 10.09.2024 23:59	TISS	Prüfung 2023W (letzter Termin)

Course registration

Begin	End	Deregistration end
05.09.2019 00:00	03.07.2020 23:59	04.01.2020 23:59

Registration modalities

Anmeldung nur für Vorlesungsunterlagen notwendig!

Application is currently locked manually.

Curricula

Study Code	Obligation	Semester	Precon.	Info
066 405 Financial and Actuarial Mathematics	Mandatory
860 GW Optional Courses - Technical Mathematics	Not specified

Literature

No lecture notes are available.

Go to Course Materials

Previous knowledge

Idealerweise wurden vorab folgende Vorlesungen besucht:
- Lebensversicherungsmathematik
- Sachversicherungsmathematik (Reservierungsmethoden, Prämienmodellierung, Rückversicherung)
- Statistik und Wahrscheinlichkeitstheorie
- Buchhaltung und Bilanzierung im Finanzwesen

Language

German