Risk Insurance

Faculteit Economie en Bedrijfskunde
Jaar 2017/18
Vakcode EBB863A05
Vaknaam Risk Insurance
Niveau(s) bachelor, uitwisseling
Voertaal Engels
Periode semester II b
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.
Uren per week 6
Onderwijsvorm hoorcolleges, opdracht(en), practica
Toetsvorm schriftelijk tentamen met open vragen
Vaksoort bachelor
Coördinator O. Rétallér
Docent(en) O. Rétallér
Verplichte literatuur
Titel Auteur ISBN Prijs
Modern Actuarial Risk Theory using R, softcover edition, 2009 Kaas, Rob, et al.
Lecture notes

Opmerkingen Lecture notes will be made available on Nestor.
Secretary: Martine Geerlings-Koolman, phone: +31(0)50 363 7018, e-mail: m.a.koolman@rug.nl.
Opgenomen in
Opleiding Jaar Periode Type
BSc Econometrics and Operations Research/EOR 2 semester II b verplicht
BSc Wiskunde: Statistics and Econometrics 2 semester II b keuzegroep
Courses open to Exchange Students (BSc)  ( Courses open to Exchange Students (BSc) without limited access) 2 semester II b keuze