Hinweis: Diese Veranstaltung wird im Sommersemester 2018 in englischer Sprache durchgeführt. Das betrifft insbesondere die Vorlesung sowie die Hausaufgaben. Aus diesem Grund stellen wir fast alle Informationen nur in englischer Sprache zur Verfügung.

Actuarial Risk Theory im Sommersemester 2018

Dates:Mondays, 14:15 to 15:45 in BC2 3.1.08, Hörsaal (8102.03.108) in Garching-Hochbrück.
Start: 9th April 2018
Instructor:Prof. Dr. Nina Gantert

Probability Theory, Introduction to Statistics. A link to the lecture notes of Prof. Gantert's Probability Theory lecture is available here.


T. Mikosch: Non-Life Insurance Mathematics,
Springer (2009).

S. Asmussen: Ruin Probabilities,
Word Scientific (2000).

H. Bühlmann: Mathematical Methods in Risk Theory,
Springer (2007).

Final exam:
Assessment regime:

The final exam takes place on August 3, 2018 from 11:00 - 12:00 in BC2 0.01.16, Hörsaal (8102.EG.116) and BC2 0.01.17, Hörsaal (8102.EG.117) in Garching-Hochbrück.

Exercise classes:
Dates of classes:

Group 1: Tuesdays, 14:15 to 15:45 in room BC2 3.5.06, Hörsaal (8102.03.506) in Garching-Hochbrück.
Start: 17th April 2018

Group 2: Tuesdays, 14:15 to 15:45 in room BC2 3.5.06, Hörsaal (8102.03.506) in Garching-Hochbrück.
Start: 24th April 2018

Group 3: Wednesdays, 14:15 to 15:45 in room BC1 2.02.01, Seminarraum (8101.02.201) in Garching-Hochbrück.
Start: 25th April 2018

All exercise classes take place every two weeks.

Organisation of classes:Thomas Höfelsauer
Bonus system:Through the continuous participation in the exercise course you can receive a bonus on your exam grade. If you achieve at least 50 % of all points in the E-Tests (in Moodle) and present the solution of at least 3 problems of the exercise sheets in the exercise class, you will get a bonus of one grade level on the grade of your exam if passed (i.e., 1.7 becomes 1.3, 2.3 becomes 2.0, 3.0 becomes 2.7, etc.). Improving the grade 1.0 or failed exams is not possible. This bonus counts only for the two exams corresponding to this lecture.



If you have any questions concerning the exercise classes, please contact Thomas Höfelsauer.