Universität Wien

040687 UK Introduction to Insurance Mathematics (2023S)

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

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. 70 participants
Language: German

Lecturers

Classes (iCal) - next class is marked with N

Thursday 09.03. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 16.03. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 23.03. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 30.03. 09:45 - 11:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 20.04. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 27.04. 09:45 - 11:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 17 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 04.05. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 11.05. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 25.05. 09:45 - 11:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 9 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 01.06. 11:30 - 13:00 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Thursday 15.06. 11:30 - 13:00 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
Thursday 22.06. 09:45 - 11:15 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
Hörsaal 16 Oskar-Morgenstern-Platz 1 2.Stock
Thursday 29.06. 09:45 - 11:15 Hörsaal 4 Oskar-Morgenstern-Platz 1 Erdgeschoß
Friday 30.06. 09:45 - 11:15 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 (30.3., 27.4., 25.5., 22.6.) 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), all materials permitted.
2) Presentation of exercises at the blackboard: free talk, preparation notes permitted
3) Written exam on Friday 30.6: 9:45-11:15 HS6, all materials permitted, notebook/laptop not permitted.

Minimum requirements and assessment criteria

The 3 ways give the following points:
1) 100% of homework = 40 points (i.e. 2.5% = 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
Eventuell zusätzlich Michael Koller: Stochastische Modelle in der Lebensversicherung, Springer

Association in the course directory

Last modified: Th 27.04.2023 14:26