VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.
Insurance Analytics
Mathematische Methoden der Rückversicherung (Insurance Analytics)
Last Updated: 2026-02-05 15:19:16
Abstract
History and motivation. Most common types of reinsurance. Risk theoretical principles: severity and frequency distributions, aggregate loss processes, random variables representing the reinsured losses. Stop-Loss transforms and exposure curves. Risk Adjusted Capital for a (re-) insurance company and principles of Economic Value Management (EVM). Pricing non proportional reinsurance contracts.
Objective
Understanding the economic value creation through reinsurance. Knowing the most common types of reinsurance and being able to represent the reinsured losses in terms of random variables. Understanding the economic and mathematic principles underlying the premium calculations for reinsurance contracts.
Content
History of and motivation for reinsurance. Most common types of reinsurance. Risk theoretical principles: severity and frequency distributions, aggregate loss processes, random variables representing the reinsured losses. Stop-Loss transforms and exposure curves. Risk Adjusted Capital for a (re-) insurance company and principles of Economic Value Management (EVM). Pricing non proportional reinsurance contracts.
Resources
Lecture Notes
A script will be made available in electronic form.
General Information
- Language
- English
- Levels
- BSC , NDS , MSC
- Frequency
- Every two years
Examination
- Type
- session examination
- Mode
- oral 20 minutes
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Mathematische Methoden der Rückversicherung (Insurance Analytics) |
|
2 h weekly |
Offered In
-
-
-
Master of Advanced Studies in Finance (For information and admission see . Abbreviations: O obligatory course; W elective course; E recommended or optional course.)
-
-
-
-
-
-