Risk Insurance

Faculteit Economie en Bedrijfskunde
Jaar 2020/21
Vakcode EBB863A05
Vaknaam Risk Insurance
Niveau(s) bachelor, uitwisseling
Voertaal Engels
Periode semester II b
ECTS 5
Rooster rooster

Uitgebreide vaknaam Risk Insurance
Leerdoelen Upon completion of the course the student is able to:
1.Describe the most important actuarial models from risk theory.
2.Distinguish between risk on a single policy and a portfolio with many policies.
3.Give examples of applicability of actuarial models in the field of risk theory.
4.Explain the most important mathematical, statistical, and probabilistic techniques in the field of risk theory.
5.Apply relevant models to practical cases using statistical software.
6.Determine the most suitable technique from mathematics, statistics, and probability to solve problems in risk theory.
7.Evaluate the fit of a risk model, using statistical software.
8.Write down solutions to actuarial problems in risk insurance (in English) and reflect on outcomes.
Omschrijving
Uren per week 6
Onderwijsvorm -gastcollege ,  -hoorcollege ,  -werkcollege
Toetsvorm -groepsopdracht,  -schriftelijk tentamen (open vragen)
Vaksoort bachelor
Coördinator prof. dr. L. Spierdijk
Docent(en) PhD. K.W. Chau ,prof. dr. L. Spierdijk
Verplichte literatuur
Titel Auteur ISBN Prijs
Modern Actuarial Risk Theory using R, softcover edition, 2009 Kaas, Rob, et al. 9783642034077 ca. €  62,00
Entreevoorwaarden
Opmerkingen Info: Prof Laura Spierdijk, phone +31(0)50 36 35929, e-mail l.spierdijk@rug.nl
Secretary: Martine Geerlings-Koolman, phone +31(0)50 36 37018, e-mail m.a.koolman@rug.nl
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR  (basisprogramma BSc EOR) 2 semester II b verplicht
BSc Mathematics: General Mathematics  (Electives and Minor General Mathematics) 3 semester II b keuze
BSc Mathematics: Probability and Statistics 3 semester II b keuze
Courses Exchange (BSc): semester 1.1 and 1.2 not open (due to corona measures)  (Courses Exchange Students (BSc) without limited access (sem 1.1 & 1.2 not open)) 2 semester II b keuze
Pre-MSc-programma’s FEB  (Pre-MSc EORAS) 1 semester II b verplicht