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Life and Property Insurance (Fall 2019)

This course is designed to provide a basic understanding and recent developments of life and property insurance. It covers basic concepts in risk management and insurance and provides an overview of the private insurance industry. Then, the focus turns to life and health risks as well as personal property and liability risks. Finally, the course analyzes commercial property and liability risks. A preliminary list of topics covered is as follows:

The main reference is

The lecture includes student presentations and term papers on current research in life and property insurance. Both presentations and term papers each make up forty percent of the final grade. Outline and class participation each contribute ten percent of the final grade. The presentations take place in the second half of the lectures. Term papers are due at the end of the lectures. There will not be a final exam.

Students should have basic knowledge in finance, microeconomics, econometrics, and mathematics. Prior insurance knowledge is not necessary.

Financial Institutions and Markets (Summer 2019)

This course is designed to provide a rigorous understanding of key concepts and recent developments in the field of financial institutions and markets. After introducing central financial institutions active in international financial markets, the course develops focuses on measuring and managing risks from a quantitative perspective. An emphasis of the lecture is the estimation and simulation of quantitative risk management tools using current real-world data. The course enables students to read and understand original research literature, to take a stand on current issues in financial institutions and markets by handling state-of-the art risk measurement tools in finance and develop adequate risk management strategies on their own.

The main references are

Students should have a sound knowledge of mathematics and econometrics. Programming skills are helpful, but an introduction to R is part of the lecture.

Life and Property Insurance (Fall 2018)

This course is designed to provide a basic understanding and recent developments of life and property insurance. It covers basic concepts in risk management and insurance and provides an overview of the private insurance industry. Then, the focus turns to life and health risks as well as personal property and liability risks. Finally, the course analyzes commercial property and liability risks. A preliminary list of topics covered is as follows:

The main reference is

The lecture includes student presentations and term papers on current research in life and property insurance. Both presentations and term papers each make up fifty percent of the final grade. The presentations take place in the second half of the lectures. Term papers are due at the end of the lectures. There will not be a final exam.