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Instructors: Prof. Dr. rer. nat. Frank Aurzada; Micha Buck
Event type:
Lecture & Exercise
Org-unit: Dept. 04 - Mathematics
Displayed in timetable as:
Non-Life Insur. Math.
Subject:
Crediting for:
Hours per week:
3
Language of instruction:
German
Min. | Max. participants:
- | 40
Course Contents:
Equilibrium in the collective body of the policyholders; individual and collective model for the total damage, in particular: assessment of the assumptions of the models and calculation or approximation of the distribution of the total loss in both models, determination of important parameters such as mean and variance of the total damage in both models, ruin problem and premium calculation for each model; rating; preparation of data for tariff statistics; rating models and estimation methods; selection effects in tariffs; reservation, in particular: basic concepts and basic methods of reservation, application-related questions; risk-sharing and its impact on the parameters of damage variables; premium calculation of reinsurance contracts.
Literature:
Klaus D. Schmidt, Versicherungsmathematik.
Thomas Mack, Schadenversicherungsmathematik.
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