Non-Life Insurance: Mathematics and Statistics Autumn 2022

Prof. Dr. Mario Valentin Wüthrich
Davide Apolloni
Monday, 16.15-18.00, HG D 1.1
Tuesday, 13.15-15.00, HG D 1.1
Exercise Class
Tuesday, 15.15-16.00, HG D 1.1


The goal of this lecture is to learn basic tools of non-life insurance mathematics, which forms a core subject of actuarial science. We will discuss 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. Lecture notes for this course are available at this link.
This course assumes basic knowledge of probability theory, statistics, and applied stochastic processes.


Exercise sheets with their solutions will be posted here each Tuesday. The first two problems are considered more important, and will be solved in class the following Tuesday. Please note that the exercises are not meant to be handed in. For this reason we encourage you to read and try to solve the exercises, so that you can ask questions during the exercise classes.

Exercise sheet Discussed on Solutions
Exercise sheet 1 September 27 Solutions 1
Exercise sheet 2 October 4 Solutions 2
Exercise sheet 3 October 11 Solutions 3
Exercise sheet 4 October 18 Solutions 4
Exercise sheet 5 October 25 Solutions 5
Exercise sheet 6 November 1 Solutions 6
Exercise sheet 7 November 8 Solutions 7
Exercise sheet 8 November 15 Solutions 8
Exercise sheet 9 November 22 Solutions 9
Exercise sheet 10 November 29 Solutions 10
Exercise sheet 11 December 6 Solutions 11
Exercise sheet 12 December 13 Solutions 12


We offer a page on the D-MATH forum where you can ask questions about the lecture, lecture notes, and exercises anonymously. You can find our page at this link (requires registration with your ETH mail).