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Non-Life Insurance Mathematics

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Non-Life Insurance Mathematics


The lecture will be given by Dr. Sascha Desmettre.

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

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


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: Wednesday, 08:15 in 48-438

The tutorials will be given by Hayk Hambardzumyan.

  • There will be regular exercise sheets. 
  • Solutions do not have to be handed in, but shoud be presented and will be discussed.
  • So there will not be a special certficate (Übungsschein) for the tutorials, but the content and the techniques learned will be part of the oral exam. 

Information for an optional submission of the solutions:

  • If desired, solutions to the exercise sheets can be handed in as to get feedback by the tutor.
  • Exercise sheets will be uploaded on Mondays beginning on October 30th
  • Submission is due one week after the exercise upload, i.e. first submission deadline on November 6th.
  • Thus the first tutorial will take place on Wednesday, November 8th.


  • Examination dates are:  February 16, March 08, April 10
  • Please register with Ms Türk (office 48/614).
  • Final version of the lecture is notes available. 


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