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Postgraduate course

Non-Life Insurance Mathematics

  • ECTS credits10
  • Teaching semesterAutumn
  • Course codeSTAT231
  • Number of semesters1
  • Language

    English

  • Resources

Semester of Instruction

Every second autumn - even-numbered years.

Objectives and Content

Topics covered are premium calculations, bonus systems and credibility theory. A further topic is the analysis of the risk process, including ruin theory. The calculations of total loss distributions is covered and also loss reserving methods.

Learning Outcomes

The course is meant to give a broad introduction to central issues in non life insurance such as premium estimation, loss reserving, reinsurance methods and general risk theory.

Recommended Previous Knowledge

STAT210 Theory of Statistical Inference and STAT220 Stochastic Processes

Forms of Assessment

Written examination: 5 hours

Examination support materials: Non- programmable calculator, according to model listed in faculty regulations

Examination only once a year.

Grading Scale

The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.

Exam information

  • Type of assessment: Written examination

    Withdrawal deadline
    01.11.2017