Hinweis: Diese Veranstaltung wird im Sommersemester 2013 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 2013

Lecture:
Dates:Fridays, 12:15 to 13:45 in room 3.5.06 (Hochbrück-Seminarraum 3, 3rd floor) at Parkring 37 (entrance to the right of EDEKA) in Garching-Hochbrück.
Start: 19th April 2013
Instructor:Prof. Dr. Nina Gantert
Prerequisites:

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

Literature:

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

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

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

Script:Lecture notes are available here.
Final exam:
Assessment regime:

The final exam takes place on July 31, 2013 from 10:00 - 11:00 in room 0.01.17 (Hochbrück Hörsaal 2) at Parkring 35 (QUANTUM-entrance to the left of EDEKA) in Garching-Hochbrück.

Exercise classes:
Dates of classes:

Group 1: Fridays, 14:00 to 15:30 in room 3.5.06 (Hochbrück-Seminarraum 3, 3rd floor) at Parkring 37 (entrance to the right of EDEKA) in Garching-Hochbrück.
Start: 3th May 2013

Group 2: Fridays, 10:30 to 12:00 in room 3.5.06 (Hochbrück-Seminarraum 3, 3rd floor) at Parkring 37 (entrance to the right of EDEKA) in Garching-Hochbrück.
Start: 10th May 2013

Both exercise classes take place every two weeks.

Organisation of classes:Thomas Höfelsauer
Bonus system:Your homework will be corrected and rated with points. 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, 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.