Ausgewählte Fragen der Versicherungsmathematik

Lecturer

Prof. Dr. h.c. Gerhard Stahl

Supervising (Organization)

Helen Kafka

Notes

The lecture will be held in English.
Interested students need to sign up for the Moodle course not later than May 20, 2025.

Dates and Room

24th, 26th and 27th May 2025 in room tbd

Exam

tbd

Course Content

Introduction to the stochastics of risk management. The lecture covers topics like systemic risks and addresses issues of corporate management and risk management. Possible topics are

Basic structure of internal models
Approximation for internal models
Model risk
Aggregation of model risk to solvency capital
Backtesting under Solvency II

More details follow.

Announcements

More information on Moodle.

Material

All documents for the lecture can be found in Moodle.

Audience

The lecture is oriented at master students who want to specialize in actuarial science, insurance economics or risk management.

WiMa: compulsory electives in Kernmdul Wirtschaftsmathematik (Stochastics, Optimization, Financial Mathematics)
Finance: compulsory electives in Actuarial Science or Mathematics

Literature

See Moodle