Portal
Risk Management in Insurance
Lehrinhalte
Responsibilities, goals, areas and organization of risk management in an insurance company; regulatory framework for risk management in insurances with particular focus on Solvency II; risk measurement in the life and non-life sectors; risk measurement with regard to market risks; risk-oriented management of an insurance business; Solvency II with regard to regulatory authorities and disclosure requirements
Art der Vermittlung
face to face
Art der Veranstaltung
compulsory
Empfohlene Fachliteratur
Compulsory reading Slides and exercise examples Consolidation reading: Neil A. Doherty (2000): Integrated Risk Management: Techniques and Strategies for Corporate Risk, McGraw Hill, New York, 1st edition; Thomas Hartung (2007): Eigenkapitalregulierung
Lern- und Lehrmethode
Integrated class; Lectures and independent work on practical examples
Prüfungsmethode
30% exercises and class work and 70% written final examination
Voraussetzungen laut Lehrplan
Fixed Income, Financial Mathematics, Introduction to Insurance Management, Insurance Products
Schnellinfos
Studiengang
Bank- und Finanzwirtschaft (Bachelor)
Akademischer Grad
Bachelor
ECTS Credits
3.00
Unterrichtssprache
Englisch
Studienplan
Vollzeit
Studienjahr, in dem die Lerneinheit angeboten wird
WS2026
Semester in dem die Lehrveranstaltung angeboten wird
5 WS
Incoming
Nein
Lernergebnisse der Lehrveranstaltung
After the successful completion of this course the students will be able to describe the responsibilities of risk management in insurances. The students will be able to explain important methods for the quantification and management of various risks relevant for insurance companies, also with regard to regulatory requirements. They will be able to implement the most important regulations within the standard approach of Solvency II and to assess potential consequences for various divisions in an insurance company. Besides, they will be able to name the regulatory authorities determined within the framework of Solvency II and thus draw conclusions for the management of insurance businesses.
Kennzahl der Lehrveranstaltung
0229-19-01-VZ-DE-37