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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:
- Thomas Mikosch, Non-Life Insurance Mathematics (2nd ed.). Springer, 2009
- Hanspeter Schmidli, Risk Theory. Springer 2017
Contact
nguyen@math.uni-saarland.de