University of Ulm, Faculty of Mathematics and Economics - Department of Stochastics
Risk Theory II
Schedule
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TypeLecture (2 hours/week) |
Requirements Undergraduate lectures |
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General Remarks
News
Topics
This course provides an introduction to the mathematical models of non-life insurance with emphasis onHomework assignments
Electronic credit system: SLC-access for students and graders
Downloads
Literature
Asmussen, S.
Ruin probabilities.
World Scientific, Singapore, 2000
Beard, R.E., Pentikäinen, T., Pesonen,
E.
Risk Theory.
Chapman and Hall, London - New York, 1984
Bowers, N.L., Gerber, H.U., Hickman,
J., Jones, D., Nesbitt, C.
Actuarial Mathematics
Society of Actuaries, Itasca, 1997
Daykin, C.D., Pentikäinen, T., Pesonen, M.
Practical Risk Theory for Actuaries
Chapman & Hall, London, 1994
Embrechts, P., Klüppelberg, C., Mikosch, T.
Modelling extremal events
Appl. Math., 33, Springer, Berlin, 1997
Gerber, H.U.
An Introduction to Mathematical Risk Theory
Richard D. Irwin, Homewood, 1979
Goovaerts, M.J., de Vylder, F., Haezendonck, J.
Insurance premiums
Elsevier, Amsterdam, 1984
Heilmann, W.
Grundbegriffe der Risikotheorie
Verlag Versicherungswirtschaft, Karlsruhe, 1987
Hipp, C., Michel, R.
Risikotheorie: Stochastische Modelle und Statistische Methoden
Schriftenreihe Angewandte Versicherungsmathematik, Heft 24, Verlag
Versicherungswirtschaft, Karlsruhe, 1990
Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M.
Modern actuarial risk theory
Kluwer, Boston, 2001
Klugman, S. A., Panjer, H. H., Willmot, G. E.
Loss models. From data to decisions
Wiley, 1998
Mack, T.
Schadenversicherungsmathematik
Schriftenreihe Angewandte Versicherungsmathematik, Heft 28, 2.Auflage, Verlag
Versicherungswirtschaft, Karlsruhe, 2002
Müller, A., Stoyan, D.
Comparison methods for stochastic models and risks
Wiley, 2002
Rolski, T., Schmidli, H., Schmidt,
V., Teugels, J.
Stochastic Processes for Insurance and Finance
J. Wiley & Sons, Chichester, 1998
Schmidt, K.
Lectures on risk theory
Teubner, Stuttgart, 1996
Wolfsdorf, K.
Versicherungsmathematik. Teil 2: Theoretische Grundlagen, Risikotheorie,
Sachversicherung
Teubner, Stuttgart, 1988
Any questions? Just email us! | Last update: May 18, 2004 |