News

Online lecture on Monday, 26 May

Written on 25.05.25 by Thuan Nguyen

Dear students,

Due to a practical reason, I will not be able to present the lecture on-site tomorrow, Monday 26 May.

Alternatively, I would like to arrange an online lecture via MS Teams (only on Monday, 26 May). Please join using the following link:

Read more

Dear students,

Due to a practical reason, I will not be able to present the lecture on-site tomorrow, Monday 26 May.

Alternatively, I would like to arrange an online lecture via MS Teams (only on Monday, 26 May). Please join using the following link:

https://teams.microsoft.com/l/meetup-join/19%3ameeting_MmNhYmE4YmEtMzcxMC00ODRjLWE2NmYtMDA0MmJhMGNjYjc3%40thread.v2/0?context=%7b%22Tid%22%3a%2267610027-1ac3-49b6-8641-ccd83ce1b01f%22%2c%22Oid%22%3a%22249c32f6-c7f3-437f-b03e-7a9a1a814f36%22%7d

I am sorry for this inconvenience, we will be back to on-site lectures as usual afterward.

Kind regards,

Thuan Nguyen

 

Written on 19.05.25 (last change on 19.05.25) by Thuan Nguyen

Dear students,

To balance the progress between the lecture and tutorial sessions, we will have on this Wednesday, 21 May, a two-hour tutorial instead of a one-hour one. Because of this, Assignment Sheet 6 has been updated to include one additional exercise.

Best regards, Thuan Nguyen

 

Non-Life Insurance Mathematics

 

Summary

This lecture course covers the fundamental concepts and results of non-life insurance (i.e. property and casualty insurance):

  • Standard models of non-life insurance
  • Risk reduction by pooling risks
  • Ruin theory
  • Calculations of premiums I: risk measures
  • Calculations of premiums II: credibility theory
  • Loss reserving
  • Basics of reinsurance

 

Time & Venue

Lectures and Tutorials:

In general, there are a 3-hour lecture and a 1-hour tutorial each week. This plan will be sometimes adjusted according to the practical progress (e.g., for certain weeks, there are a 2-hour lecture and a 2-hour tutorial).

Please check the timetable.

Monday, 12:30 - 14:00, at Seminarraum 6 (217) (building E2 4)

Wednesday, 12:30 - 14:00, at Hörsaal IV (115) (building E2 4)

Start: 07 April
End: 23 June.

 

Recommended Prerequisites

  • Stochastics I
  • Stochastics II

 

Exam

There will be oral exam in the end of the course.

 

References

Principal text:

  • Lecture notes by Prof. H. Zähle
    (successively published after the lectures under → Materials)

Supplementary:

 

Contact

nguyen@math.uni-saarland.de

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