Mario Valentin Wüthrich: Catalogue data in Autumn Semester 2022
|Prof. Dr. Mario Valentin Wüthrich
Wüthrich, Mario V. (Tit.-Prof.)
ETH Zürich, HG F 42.2
|+41 44 632 33 90
|Non-Life Insurance: Mathematics and Statistics
|4V + 1U
|M. V. Wüthrich
|The 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.
|The 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.
|The 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
|M.V. Wüthrich, Non-Life Insurance: Mathematics & Statistics
|M.V. Wüthrich, M. Merz. Statistical Foundations of Actuarial Learning and its Applications
|Prerequisites / Notice
|The 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 www.actuaries.ch.
Prerequisites: knowledge of probability theory, statistics and applied stochastic processes.
|Talks in Financial and Insurance Mathematics
|B. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
|Regular research talks on various topics in mathematical finance and actuarial mathematics