Universität Wien

040687 UK Introduction to Insurance Mathematics (2025S)

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

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

Am 26.6. findet der Kurs NICHT mehr statt.

  • Thursday 06.03. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 13.03. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 18.03. 11:30 - 13:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 20.03. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 27.03. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 03.04. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Friday 04.04. 13:15 - 14:45 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Tuesday 08.04. 11:30 - 13:00 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 10.04. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 08.05. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 15.05. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 22.05. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Tuesday 27.05. 13:15 - 16:30 Hörsaal 15 Oskar-Morgenstern-Platz 1 2.Stock
  • Thursday 05.06. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 12.06. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß
  • Thursday 12.06. 15:00 - 16:30 Hörsaal 12 Oskar-Morgenstern-Platz 1 2.Stock
  • Friday 20.06. 09:45 - 11:15 Hörsaal 6 Oskar-Morgenstern-Platz 1 1.Stock
  • Thursday 26.06. 11:30 - 13:00 Hörsaal 5 Oskar-Morgenstern-Platz 1 Erdgeschoß

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 (dates see ufind Tue/Thu) 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 Friday 20.06.2025, 09:45 - 11:15 Hörsaal 6, all materials permitted, notebook/laptop/tablet is permitted as well.

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
Eventuell zusätzlich Michael Koller: Stochastische Modelle in der Lebensversicherung, Springer

Association in the course directory

Last modified: Fr 13.06.2025 10:05