The seminar will be held in english.
You can download the seminar announcement here.
Masterseminar 2/0 SWS
This seminar takes place as a block seminar. The attendance at all seminar dates is required.
Dates: 15.6. (room: He22 1.42) and 22.6. (room: N24-104), we will start at 9 a.m. (s.t.)
A preliminary seminar meeting will take place on February, 14th 2018, 9 a.m., at the Institute of Insurance Science (room 1.69, HeHo 20).
This seminar focuses on life and pension insurance. We mainly deal with the fair valuation and risk management of equity/unit-linked life and pension insurance products. The seminar is based on scientific papers that summarize recent results in this area, and particularly addresses some ongoing issues like collective risk sharing, customer protection, and the role of traction costs.
If you are interested, use the following web-page for registration:
You can submit your preferences from Saturday, February 3th 2018 until Saturday, February 10th 2018 to Nils Sørensen.
The seminar is suitable for Master students in Wirtschaftsmathematik or Wirtschaftswissenschaften or Finance. Previous knowledge in Personenversicherungsmathematik, Insurance Economics and Finanzmathematik 1 are helpful.
Typically, seminar papers are distributed to a group of 2 students.
The seminar performance consists of three parts:
Duration of the presentation: 90 minutes (including discussion).
Delivery of the presentation documents: at least one week before the presentation via e-mail to firstname.lastname@example.org. The creation of the presentation documents is a performance of the whole group.