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.

2024W, VU, 2.5h, 4.0EC

Properties

  • Semester hours: 2.5
  • Credits: 4.0
  • Type: VU Lecture and Exercise
  • Format: Blended Learning

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
Wed17:00 - 20:0002.10.2024 - 29.01.2025FH Hörsaal 7 - GEO Statistische Methoden
Statistical Methods in Insurance - Single appointments
DayDateTimeLocationDescription
Wed02.10.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed09.10.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed16.10.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed23.10.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed30.10.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed06.11.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed13.11.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed20.11.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed27.11.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed04.12.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed11.12.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed18.12.202417:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed08.01.202517:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed15.01.202517:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed22.01.202517:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden
Wed29.01.202517:00 - 20:00FH Hörsaal 7 - GEO Statistische Methoden

Examination modalities

Grading of exercise problems and oral exam

Exams

DayTimeDateRoomMode of examinationApplication timeApplication modeExam
Thu17:00 - 20:0010.10.2024Sem.R. DA grün 06A oral23.06.2024 14:00 - 08.10.2024 23:59TISSStatistische Methoden 10/24
Thu17:00 - 20:0028.11.2024FH Hörsaal 2 oral01.10.2024 00:00 - 26.11.2024 23:59TISSStatistische Methoden 11/24

Course registration

Begin End Deregistration end
01.07.2024 00:00 13.10.2024 23:59 31.10.2024 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.

Miscellaneous

Language

German