Technische Universität Ilmenau

Risk Theory - Modultafeln of TU Ilmenau

The Modultafeln have a pure informational character. The legally binding information can be found in the corresponding Studienplan and Modulhandbuch, which are served on the pages of the course offers. Please also pay attention to this legal advice (german only).
Information on the room and time of planned courses can be found in the e-calendar of events. Courses and examinations that are not listed in the e-calendar of events are planned "by appointment". A list of the events concerned can be found here: courses, examinations.

subject properties Risk Theory in major Master Mathematik und Wirtschaftsmathematik 2013 (WM)
subject number5804
examination number2400178
departmentDepartment of Mathematics and Natural Sciences
ID of group 2412 (Group for Probability Theory and Mathematical Statistics)
subject leaderProf. Dr. Thomas Hotz
term Sommersemester
credit points4
on-campus program (h)34
self-study (h)86
Obligationobligatory elective
details of the certificate
Signup details for alternative examinations
maximum number of participants
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
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