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401-3925-00L  Non-Life Insurance: Mathematics and Statistics

SemesterHerbstsemester 2019
DozierendeM. V. Wüthrich
Periodizitätjährlich wiederkehrende Veranstaltung

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 and neural networks, 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
Generalized Linear Models and Neural Networks
Bayesian Models and Credibility Theory
Claims Reserving
Solvency Considerations
SkriptM. V. Wüthrich, Non-Life Insurance: Mathematics & Statistics
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.