Format
The lecture will be held in English.
Introduction to the stochastics of risk management (Ausgewählte Fragen der Versicherungsmathematik)
Dates and Room
28th, 29th and 31st October 2022 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
- Basic structure of internal models
- Approximation for internal models
- Application of these approximations in the context of Corona
- Model risk
- Aggregation of model risk to solvency capital
Requirements
The lecture is oriented at master students who want to specialize in actuarial science, insurance economics or risk management.
Literature
See Moodle.