Universität Wien

040687 UK Introduction to Insurance Mathematics (2024S)

4.00 ECTS (2.00 SWS), SPL 4 - Wirtschaftswissenschaften
Continuous assessment of course work
ON-SITE

Registration/Deregistration

Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).

Details

max. 60 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

Monday 04.03. 15:00 - 16:30 Hörsaal 11 Oskar-Morgenstern-Platz 1 2.Stock
Monday 18.03. 15:00 - 16:30 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Monday 08.04. 15:00 - 16:30 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday 09.04. 11:30 - 13:00 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday 15.04. 15:00 - 16:30 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
Monday 22.04. 15:00 - 16:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Monday 29.04. 15:00 - 16:30 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday 30.04. 09:45 - 11:15 Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Monday 06.05. 15:00 - 16:30 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Monday 13.05. 15:00 - 16:30 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Tuesday 28.05. 09:45 - 11:15 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
Tuesday 28.05. 11:30 - 13:00 Hörsaal 8 Oskar-Morgenstern-Platz 1 1.Stock
Monday 10.06. 15:00 - 16:30 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 20.06. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
Monday 24.06. 15:00 - 16:30 Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 27.06. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock

Information

Aims, contents and method of the course

Introduction to Life Insurance Mathematics. Further stochastic models in general Insurance Mathematics. In four sessions of exercises (Mon 8.4./Tue 9.4., Mon 29.4./Tue 30.4., Tue 28.5., Thu 20.6.) we will discuss exercises in two smaller groups. The groups will be fixed at the beginning of the semester.

Assessment and permitted materials

There are 3 ways to achieve points:
1) Written homework (Upload in Moodle) to collect points, all materials permitted.
2) Presentation of exercises at the blackboard to collect points: free talk, preparation notes permitted
3) Written exam on Thursday 27.6., 11:30 - 13:00 HS6, all materials permitted, notebook/laptop not permitted.

Minimum requirements and assessment criteria

The 3 ways give the following points:
1) 100% of homework are worth 40 points (i.e. for each 2.5% you get 1 point)
2) With voluntary blackboard presentation you can achieve additional points (about 1 or 2 for each exercise)
3) Final test: 40 points can be achieved

Grades:
>=45 points: genügend (4)
>=54 points: befriedigend (3)
>= 62 points: gut (2)
>= 70 points: sehr gut (1)

Examination topics

Everything that is treated in lecture and exercises.

Reading list

Hans U. Gerber: Life Insurance Mathematics, 3rd Edition, Springer
Maybe additionally Michael Koller: Stochastische Modelle in der Lebensversicherung, Springer

Association in the course directory

Last modified: Th 02.05.2024 13:25