318004 Finance 3: Finance and Insurance (V) (WiSe 2020/2021)

Short comment

The lecture may take place as distance learning.

Contents, comment

In this course, we will study topics of insurance mathematics and risk theory. Especially, we will cover the following topics:
• Premium Principles
• Ruin Theory
• Control Theory in Insurance

The lecture will take place over the platform ‘Zoom’. The lecture notes are uploaded after each event in the Lernraum; furthermore there will be specific references to the literature for each topic.

First session: Friday, 06.11.2020

Bibliography

We will follow
Schmidli, H. (2017). Risk Theory. Springer Acturarial Lecture Notes
(Chapter 1 'Risk Models', and Chapter 5 'The Cramér-Lundberg Model')
Pham. H. (2009. ). Continuous-time Stochastic Control and Optimization with Financial Applications

Further Literatur:
Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M. (2008). Modern Actuarial Risk Theory
Zweifel, P., Eisen, R. (2012). Insurance Economics
Schmidli, H. (2008). Stochastic Control in Insurance

Teaching staff

Dates ( Calendar view )

Frequency Weekday Time Format / Place Period  

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Subject assignments

Module Course Requirements  
31-M-El1 Elective Courses 1 Gewählte Veranstaltungen aus dem Bereich "Spezialkenntnisse in ökonomischer Theorie und/oder quantitativen Methoden" 4 LP Student information
31-M-El2 Elective Courses 2 Gewählte Veranstaltungen aus dem Bereich quantitativen Methoden 4 LP Student information
31-M-El3 Elective Courses 3 Gewählte Veranstaltungen aus dem Bereich ökonomischer Theorie 4 LP Student information
31-M-Fin3 Finance 3 Finance 3 Graded examination
Student information
31-M-Fin3_a Finance 3 Finance 3 (Vorlesung) Graded examination
Student information

The binding module descriptions contain further information, including specifications on the "types of assignments" students need to complete. In cases where a module description mentions more than one kind of assignment, the respective member of the teaching staff will decide which task(s) they assign the students.

Degree programme/academic programme Validity Variant Subdivision Status Semester LP  
Bielefeld Graduate School in Theoretical Sciences / Promotion    
Economics and Management (BiGSEM) / Promotion Finance; Field Courses   4  
Economics and Management (BiGSEM) / Promotion Economics; Field Courses   4  
Economics and Management (BiGSEM) / Promotion Management; Electives   4  
Mathematik / Promotion Interdisciplinary qualif   2 aktive Teilnahme oder unbenotete Einzelleistung  
No more requirements
E-Learning Space
E-Learning Space
Address:
WS2020_318004@ekvv.uni-bielefeld.de
This address can be used by teaching staff, their secretary's offices as well as the individuals in charge of course data maintenance to send emails to the course participants. IMPORTANT: All sent emails must be activated. Wait for the activation email and follow the instructions given there.
If the reference number is used for several courses in the course of the semester, use the following alternative address to reach the participants of exactly this: VST_226595204@ekvv.uni-bielefeld.de
Notes:
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Last update basic details/teaching staff:
Monday, November 2, 2020 
Last update times:
Wednesday, August 19, 2020 
Last update rooms:
Wednesday, August 19, 2020 
Type(s) / SWS (hours per week per semester)
lecture (V) / 2
Language
This lecture is taught in english
Department
Faculty of Business Administration and Economics
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226595204