Mario Valentin Wüthrich: Katalogdaten im Herbstsemester 2022

NameHerr Prof. Dr. Mario Valentin Wüthrich
Wüthrich, Mario V. (Tit.-Prof.)
ETH Zürich, HG F 42.2
Rämistrasse 101
8092 Zürich
Telefon+41 44 632 33 90

401-3925-00LNon-Life Insurance: Mathematics and Statistics Information 8 KP4V + 1UM. V. Wüthrich
KurzbeschreibungThe lecture aims at providing a basis in non-life insurance mathematics which forms a core subject of actuarial science. 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
LiteraturM.V. Wüthrich, M. Merz. Statistical Foundations of Actuarial Learning and its Applications
Voraussetzungen / BesonderesThe exams ONLY take place during the official ETH examination period (no semester end exams), and only in person exams (i.e. no remote exams).

This course will be held in English and counts towards the diploma of "Aktuar SAV". For the latter, see details under

Prerequisites: knowledge of probability theory, statistics and applied stochastic processes.
Geförderte KompetenzenGeförderte Kompetenzen
Fachspezifische KompetenzenKonzepte und Theoriengeprüft
Verfahren und Technologiengeprüft
Methodenspezifische KompetenzenAnalytische Kompetenzengeprüft
Medien und digitale Technologiennicht geprüft
Projektmanagementnicht geprüft
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 KP1KB. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
KurzbeschreibungResearch colloquium
InhaltRegular research talks on various topics in mathematical finance and actuarial mathematics