Actuarial Risk Theory

Lecture:
Dates:

Fridays, 12:00 - 14:00 in room 3.5.06 (Hochbrück-Seminarraum 3), Parkring 37

Start: 20.04.2012

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).

 

Final exam:
Assessment date:

The final exam takes place on August 10, 2012 from 9:00 - 10:00 in lecture hall Interims Hörsaal 2 (102, Garching Forschungszentrum).

You have the chance to look into the corrected exam on Thursday, August 30 and Wednesday, September 5 between 1 and 2 p.m. in room PR 2.02.11 (Garching-Hochbrück, Parkring 11).

The second exam takes place on September 28 (2012) from 9:00 - 10:00 in room 00.04.011 (Hörsaal MI 2).

Exercise classes:
Dates of classes:

Fridays in room 3.5.06 (Hochbrück-Seminarraum 3), Parkring 37

Group 1: 14:00 - 16:00, starting 04.05.2012

Group 2: 10:00 - 12:00, starting 11.05.2012

Both exercise classes take place every two weeks.

Organization of classes: Jan Nagel 
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.

Repetition classes:

Monday, 23.07.2012, 14:15

Tuesday, 24.07.2012, 10:15

In these classes, we will repeat basic concepts of the lecture and discuss remaining questions. Both classes take place in room 3.5.06 (Hochbrück-Seminarraum 3). The topics covered are identical on both dates.

Exercise sheets:
Sheet 1  Sheet 2 Sheet 3 Sheet 4 Sheet 5 Sheet 6 Sheet 7

 

If you have any questions concerning the exercise classes, please contact Jan Nagel.