Format and Deadline
The lecture will be held in English.
Interested students need to sign up for this course by registering in the Moodle course.
Selected Aspects in Stochastics of Risk Management (Ausgewählte Fragen der Versicherungsmathematik)
Dates and Room
The course will take place in blocked form.
Presumable dates (all-day): tba
Exam
The exam date (presumably end of January) will be coordinated with the participating students at the beginning of the course.
Material
All documents for the lecture can be found in Moodle.
Course Content
Strategic Risk Management. The lecture covers topics like systemic risks and applies Ansoff's theory of weak signals to this issue. This current approach addresses issues of corporate management and risk management. At least one case study will illustrate the procedures.
Requirements
The lecture is oriented at master students who want to specialize in actuarial science, insurance economics or risk management.
Allocation of study programmes (3 ECTS):
- WiMa: compulsory electives in Stochastics, Optimization, Financial Mathematics
- Finance: compulsory electives in Actuarial Science or Mathematics
To successfully pass this course, students need to write a seminar paper.
Literature
See Moodle.