Lecturer

Prof. Dr. Mario Valentin Wüthrich

Coordinator

Davide Apolloni

Lectures

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

Content

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.

Exercises

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.

Forum

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).

Literature

• Non-Life Insurance: Mathematics & Statistics by M. V. Wüthrich (SSRN, version of 07.02.2022)