Institut für Versicherungswissenschaften

Ausgewählte Fragen der Versicherungsmathematik

Lecturer

Prof. Dr. h.c. Gerhard Stahl

Supervising

Maria Hinken

Notes
  • The lecture will be held in English.
  • Interested students need to sign up for the Moodle course not later than April 18, 2023.

Dates and Room

20th, 21st and 24th April 2023 in room 2.22 in Helmholtzstraße 22

Exam

The exam date will be coordinated with the participating students at the beginning of the course.

Course Content

Introduction to the stochastics of risk management. Possible topics are

  1. Basic structure of internal models
  2. Approximation for internal models
  3. Model risk
  4. Aggregation of model risk to solvency capital
  5. Backtesting under Solvency II

Audience

Die Vorlesung richtet sich an Masterstudierende, die sich im Bereich Aktuarwissenschaften, Versicherungswirtschaft oder Risikomanagement vertiefen wollen.

Announcements

More information on Moodle.

Material

All documents for the lecture can be found in Moodle.

Requirements

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

Literature

See Moodle