105.756 Statistical Methods in Insurance
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2022W, VU, 2.5h, 4.0EC
TUWELLectureTube

Properties

  • Semester hours: 2.5
  • Credits: 4.0
  • Type: VU Lecture and Exercise
  • LectureTube course
  • Format: Hybrid

Learning outcomes

After successful completion of the course, students are able to explain statistical methods that are important in the field of actuarial mathematics, and to apply them to problems of practical importance.

Subject of course

  • Data Science (incl. data collection, data structures, databases, visualization, numerical and ethical as well as regulatory aspects)
  • non-parametric data analysis, balancing methods
  • Deep Learning
  • Stochastic risk modelling, copulas
  • Deepening of statistical modelling of damage figures
  • Deepening of the credibility theory
  • Application of regression and classification together with the above techniques to actuarial problems, in particular:
    • Risk classification
    • Bonus-malus systems
    • Calculation bases (incl. transition probabilities, Kaplan-Meier and Nelson-Aalen estimators, etc.)
    • Life tables (adaptation/compensation, estimation, generational life tables, projection, disaster scenarios, etc.)

Teaching methods

Lecture, solving of problems

Mode of examination

Written and oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue17:00 - 20:0010.10.2023 - 23.01.2024FH Hörsaal 3 - MATH .
Statistical Methods in Insurance - Single appointments
DayDateTimeLocationDescription
Tue10.10.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue17.10.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue24.10.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue31.10.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue07.11.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue14.11.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue21.11.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue28.11.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue05.12.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue12.12.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue19.12.202317:00 - 20:00FH Hörsaal 3 - MATH .
Tue09.01.202417:00 - 20:00FH Hörsaal 3 - MATH .
Tue16.01.202417:00 - 20:00FH Hörsaal 3 - MATH .
Tue23.01.202417:00 - 20:00FH Hörsaal 3 - MATH .

Examination modalities

Grading of exercise problems and oral exam

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Thu17:00 - 18:3021.03.2024Sem.R. DA grün 06A written24.02.2024 20:00 - 19.03.2024 23:59TISSStatistische Methoden 03/24
Thu17:00 - 18:3002.05.2024Sem.R. DA grün 06A oral26.02.2024 21:00 - 29.04.2024 23:59TISSStatistische Methoden 05/24
Thu17:00 - 18:3027.06.2024Sem.R. DA grün 06A oral26.02.2024 21:00 - 25.06.2024 23:59TISSStatistische Methoden 06/24

Course registration

Begin End Deregistration end
04.10.2022 00:00 31.10.2022 23:59 31.10.2022 23:59

Curricula

Study CodeObligationSemesterPrecon.Info
066 405 Financial and Actuarial Mathematics Mandatory
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Language

German