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Non-Life Insurance Mathematics

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Non-Life Insurance Mathematics

Tu 13:45 - 15:15 in 48-538

We 10:00 - 11:30 in 48-538



Lecture notes up to Sect. 8.2 available (Feb. 9).


Topics: Convolution and transforms, claim size distributions, individual risk model, collective risk models (claim number process, Poisson process, renewal processes, total claim size distribution), risk process, ruin theory and ruin probabilities, premium calculation, experience rating, loss reserve, reinsurance and risk sharing.

Tutorials: We, 8:15 in 48-438.

Some of the topics will be discussed in more detail. In addition there will be regular exercise sheets. Solutions don't have to be handed in, but shoud be presented and will be discussed. So there won't be a special certficate (Übungsschein) for the turoials, but the content and the techniques learned will be part of the oral exam. 


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