News

Update regarding exam venue

Written on 22.08.23 by Frederik Herzberg

The oral exams for our lecture course have now been scheduled to be held in seminar room 1 (building E2_5, room U.37). Please ignore any previous information regarding the exam venue.

The individual exam times have been sent by e-mail to all who have registered.

Exam dates - please register by 8 August 2023

Written on 20.07.23 by Frederik Herzberg

The oral examinations (duration: 25 minutes) for our lecture course will be held on the following days:

  • Tuesday, 29 August 2023 
  • Monday, 25 September 2023

Please register for the exam in LSF and also reserve your preferred exam date by sending a short e-mail to herzberg@math.uni-sb.de (no… Read more

The oral examinations (duration: 25 minutes) for our lecture course will be held on the following days:

  • Tuesday, 29 August 2023 
  • Monday, 25 September 2023

Please register for the exam in LSF and also reserve your preferred exam date by sending a short e-mail to herzberg@math.uni-sb.de (no later than 8 August 2023). 

The default language of the exam will be English. Depending on the availability of a German-speaking co-examiner, a German exam may also be possible. If you prefer a German exam, please indicate this when reserving your exam date.

Wishing you the best of success in your exam.
 

German Society for Insurance and Financial Mathematics (DGVFM): Orientation event for students

Written on 05.07.23 by Frederik Herzberg

In regular intervals, the German Society for Insurance and Financial Mathematics (DGVFM) offers orientation events for students considering a career in actuarial or financial mathematics. The next such event will be held on 6-7 October 2023 in Mardorf (near Hanover). The working language will be… Read more

In regular intervals, the German Society for Insurance and Financial Mathematics (DGVFM) offers orientation events for students considering a career in actuarial or financial mathematics. The next such event will be held on 6-7 October 2023 in Mardorf (near Hanover). The working language will be German; further information can be found below.

Die Deutsche Gesellschaft für Versicherungs- und Finanzmathematik (DGVFM) veranstaltet jährlich die Bachelor-Orientierungstage, bei denen vor allem junge Referentinnen und Referenten aktuelle Themengebiete der Versicherungs- und Finanzmathematik auf Bachelor-Niveau vorstellen und aufzeigen, welche Inhalte auch im Hinblick auf ein späteres Berufsleben interessant sind. Diese zweitägige Veranstaltung richtet sich an Studierende von Bachelor-Studiengängen mit einem Bezug zur Versicherungs- und Finanzmathematik. Die Kosten für die Teilnahme und Übernachtung übernimmt die DGVFM, die Kosten für die Anreise müssen von den Teilnehmenden selbst getragen werden.

Die nächste Veranstaltung dieser Art findet am 6.-7. Oktober 2023 in Mardorf statt. Das Programm findet man hier. Den Link zur Anmeldung findet man hier.

Life Insurance Mathematics

Apl. Prof. Dr. Frederik Herzberg

 

Synopsis

This course provides an introduction to life insurance mathematics broadly conceived, covering insurances against all life-contingent risks, with a particular emphasis on the regulatory framework in Germany. Topics include:

  • Multiple-decrement models and actuarial calculation bases
  • Expected present values of payment streams (for premiums and benefits)
  • Equivalence principle and actuarial reserves
  • Applications: whole life insurance, annuities, pensions, private health insurance (according to German law) ...

Depending on the participants' level of proficiency in German, the lecture course may be taught partly in German.

 

Lecture

Monday, 12-2pm, building E2 4, Seminar room 6

 

Prerequisites

Basic knowledge of modern probability theory (at the level of the mathematics course Stochastik I).

 

Tutorial

Monday, 4-5pm, building E2 4, Seminar room 6 (from 24th April)

 

References

There is no single textbook that would cover all of the material in this lecture course. Nevertheless, parts of the following textbooks can be useful for different pars of the lecture course:

A detailed summary of the contents of the lecture course is contained in Chapters 3-6 of the following document (in German) by the German Association of Actuaries (DAV):

 

Contact

herzberg@math.uni-sb.de

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