Hinweis: Diese Veranstaltung wird in diesem Semester 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 2015

Lecture:
Dates:

The lecture is going to take place every Friday from 10:15 to 11:45 in room BC2 3.5.06 (Hörsaal) at Parkring 37 (entrance to the right of EDEKA, third floor) in Garching-Hochbrück.

Because of the many holyday this semester, it is good for you to check this page for possible shifts in the schedule.

Instructor:Dr. Michele Salvi
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).

The lecture will follow, at least for its first 75%, the lecture notes of Prof. Gantert, to be found here.

Final exam:
Assessment regime:

For those who could not attend the last lecture, here are the notes (there is a bit more than in Prof. Gantert's skript).

 The final exam will take place on July 29th, 13:00 in BC2 0.01.17 (Hochbrück Hörsaal 2) and BC2 0.01.16.

!IMPORTANT!

The second exam will take place on September 23rd, 9:00 in BC2 0.01.17 (in the same room as the first exam). Again it will not be possible to bring any book or notes to the exam, a pen with enough ink is all you will need.

The exam inspection for the second exam will take place on Friday, September 25th in the morning. If you know that you can't make it at that time, please let us know as soon as possible so that we can arrange time for you to have a look at the exam.

Exercise classes:
Dates of classes:

Group 1: Every second Friday, 12:00 to 13:30 in room BC2 3.5.06 (Hörsaal) at Parkring 37 (entrance to the right of EDEKA, third floor) in Garching-Hochbrück.
Start: April 17, 2015.

Group 2: Every second Tuesday, 14:15 to 15:45 in room BC2 0.01.04 (Seminarraum) at Parkring 35 (entrance to the left of EDEKA) in Garching-Hochbrück.rd floor) in Garching-Hochbrück.
Start: April 21, 2015.

Group 3: Every second Friday, 12:00 to 13:30 in room BC2 3.5.06 (Hörsaal) at Parkring 37 (entrance to the right of EDEKA, third floor) in Garching-Hochbrück.
Start: April 24, 2015.

Please start registering from the 3rd of April, 16:00, to your favorite Group.

Organisation of classes:Stefan Junk
Exercise sheets:

Exercises are released on the moodle page for this course, here. Please register in TUM-Online for this course so that you can see them.

There will be an exercise sheet every two weeks, handed out after the lecture. You then have one week until the next lecture to solve them at home. You can hand in your solutions and have them corrected to get feedback. The exercise sheets will then be discussed in the tutor groups.

 

If you have any questions concerning the exercise classes, please contact Stefan Junk.