Mario Valentin Wüthrich: Katalogdaten im Herbstsemester 2016

NameHerr Prof. Dr. Mario Valentin Wüthrich
Adresse
Wüthrich, Mario V. (Tit.-Prof.)
ETH Zürich, HG F 42.2
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telefon+41 44 632 33 90
E-Mailmario.wuethrich@math.ethz.ch
URLhttp://www.math.ethz.ch/~wmario
DepartementMathematik
BeziehungTitularprofessor

NummerTitelECTSUmfangDozierende
401-3925-00LNon-Life Insurance: Mathematics and Statistics6 KP4GM. V. Wüthrich
KurzbeschreibungThe lecture aims at providing a basis in non-life insurance mathematics which forms a core subject of actuarial sciences. It discusses collective risk modeling, individual claim size modeling, approximations for compound distributions, ruin theory, premium calculation principles, tariffication with generalized linear models, credibility theory, claims reserving and solvency.
LernzielThe student is familiar with the basics in non-life insurance mathematics and statistics. This includes the basic mathematical models for insurance liability modeling, pricing concepts, stochastic claims reserving models and ruin and solvency considerations.
InhaltThe following topics are treated:
Collective Risk Modeling
Individual Claim Size Modeling
Approximations for Compound Distributions
Ruin Theory in Discrete Time
Premium Calculation Principles
Tariffication and Generalized Linear Models
Bayesian Models and Credibility Theory
Claims Reserving
Solvency Considerations
SkriptM. V. Wüthrich, Non-Life Insurance: Mathematics & Statistics
http://ssrn.com/abstract=2319328
Voraussetzungen / BesonderesThe exams ONLY take place during the official ETH examination period.

This course will be held in English and counts towards the diploma of "Aktuar SAV". For the latter, see details under www.actuaries.ch.

Prerequisites: knowledge of probability theory, statistics and applied stochastic processes.
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 KP1KP. Cheridito, M. Schweizer, M. Soner, J. Teichmann, M. V. Wüthrich
KurzbeschreibungResearch colloquium
Lernziel
InhaltRegular research talks on various topics in mathematical finance and actuarial mathematics