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Seminar on Insurance and Financial Mathematics
Seminar über Versicherungs- und Finanzmathematik
Last Updated: 2026-02-05 15:09:56
Abstract
The goal of this seminar is to present various stochastic methods for claims reserving.These methods enable to set adequate reserves for open claims and todetermine prediction errors of these estimators.
Objective
The goal of this seminar is to present various stochastic methods for claims reserving. These methods enable to set adequate reserves for open claims and to determine prediction errors of these estimators.
Content
Loss Reserving is one of the central topics in non-life insurance. Mathematicians and actuaries need to estimate adequate reserves for open claims. These reserves have a direct influence on all financial statements, in calculating future premiums and in calculating solvency margins. The models studied are: - Stochastic Chain-Ladder Method - Bayesian Methods, Bornhuetter-Ferguson Method - Credibility Methods, Kalman-Filter Methods - Distributional Models - Generalized Linear Models - Bootstrap Methods
Resources
Literature
G. Taylor, Loss Reserving, An Actuarial Perspective, Kluwer Academic Publishers, 2000.
General Information
- Language
- English
- Frequency
- Yearly recurring
Examination
- Type
- ungraded semester performance
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| seminar |
Seminar über Versicherungs- und Finanzmathematik
Topic: Loss Reserving
An Actuarial Perspective.
For details please consult the bulletin board
opposite HG G32.6 or contact Dr. Mario Wüthrich, HG G32.5.
The first meeting, fixing the presentation schedule,
will take place on Monday, April 3, 2006, 13:15
|
|
2 h weekly |