Technische Universität Ilmenau

Risk Theory - Modultafeln of TU Ilmenau

The Modultafeln have a pure informational character. If you find information that seems to be incorrect, please contact modulkatalog@tu-ilmenau.de.

The legally binding information can be found in the corresponding Studienplan and Modulhandbuch, which are served on the pages of the course offers.
Information on the room and time of planned courses can be found in the e-calendar of events.

module properties module number 5804 - common information
module number5804
departmentDepartment of Mathematics and Natural Sciences
ID of group2412 (Group for Probability Theory and Mathematical Statistics)
module leaderProf. Dr. Thomas Hotz
languageDeutsch
term Sommersemester
previous knowledge and experienceWahrscheinlichkeitsrechnung und mathematische Statistik
learning outcome-Unterschiede zwischen individuellem und kollektiven Modell der Risikotheorie erkennen
-Verfahren zur Berechnung oder Approximation des Gesamtschadens kennen; insbesondere Panjer-Rekursion
-Kenntnis der Prämienprinzipien
-Anwendung des Credibility-Modells auf einen Tarif
contentindividuelles Modell, kollektives Modell, Panjer-Klasse und Verallgemeinerungen, Prämienkalkulationsprinzipien, Credibility-Theorie
media of instructionTafel, Folien, Skript
literature / referencesK.D. Schmidt: Versicherungsmathematik. Springer 2006
T. Mack: Schadenversicherungsmathematik. VVW 2002
W.R. Heilmann: Grundbegriffe der Risikotheorie
K. Wolfsdorf: Versicherungsmathematik Teil 2
evaluation of teaching

Pflichtevaluation:

Freiwillige Evaluation:

Hospitation:

Details reference subject
module nameRisk Theory
examination number2400178
credit points
SWS3
on-campus program (h)
self-study (h)
Obligationobligatory elective
examnone
details of the certificate
Signup details for alternative examinations
maximum number of participants
Details in major Master Mathematik und Wirtschaftsmathematik 2013 (WM), Master Mathematik und Wirtschaftsmathematik 2013 (AM)
module nameRisk Theory
examination number2400178
credit points4
on-campus program (h)34
self-study (h)86
Obligationobligatory elective
examnone
details of the certificate
Signup details for alternative examinations
maximum number of participants