Méthodes mathématiques en théorie du risque

  • Teaching

    Details

    Faculty Faculty of Science and Medicine
    Domain Mathematics
    Code UE-SMA.03507
    Languages French
    Type of lesson Lecture
    Level Bachelor
    Semester SS-2023

    Title

    French Méthodes mathématiques en théorie du risque
    German Méthodes mathématiques en théorie du risque
    English Mathematical methodes in Risk Theory

    Schedules and rooms

    Summary schedule Wednesday 13:15 - 15:00, Hebdomadaire (Spring semester)
    Contact's hours
    		28

    Teaching

    Responsibles
    • Mazza Christian
    Teachers
    • Mazza Christian
    Description Processus stochastiques, le processus de Poisson composé, le modèle classique de la ruine, probabilité de survie, théorie des martingales à temps discret, inégalité de Lundberg, méthodes statistiques en théorie du risque.
    Training objectives Le but du cours est d'amener l'étudiant à une compréhension globale de la théorie du risque et de lui donner les bases mathématiques nécessaire pour pouvoir aborder les problèmes centraux du domaine.
    Comments compte pour Mathématiques appliquées
    Softskills No
    Off field No
    BeNeFri Yes
    Mobility Yes
    UniPop No
  • Dates and rooms
    Date Hour Type of lesson Place
    22.02.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    01.03.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    08.03.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    15.03.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    22.03.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    29.03.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    05.04.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    19.04.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    26.04.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    03.05.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    10.05.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    17.05.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    24.05.2023 13:15 - 15:00 Cours PER 07, Room 1.309
    31.05.2023 13:15 - 15:00 Cours PER 07, Room 1.309
  • Assessments methods

    Oral exam - SS-2023, Session d'été 2023

    Assessments methods By rating
    Descriptions of Exams examen oral
  • Assignment
    Valid for the following curricula:
    Additional Courses in Sciences
    Version: ens_compl_sciences
    Paquet indépendant des branches > Advanced courses in Mathematics (Bachelor level)
    Additional Programme Requirements to the MSc in Computer Science [MA]
    Version: 2022_1/V_01
    Supplement to the MSc in Computer science > Advanced courses in Mathematics (Bachelor level)
    Additional Programme Requirements to the MSc in Mathematics [MA]
    Version: 2022_1/V_01
    Supplement to the MSc in Mathematics > Advanced courses in Mathematics (Bachelor level)
    Additional TDHSE programme in Mathematics
    Version: 2022_1/V_01
    Additional TDHSE Programme Requirements for Mathematics 60 or +30 > Programme 60 or +30 > Additional Programme Requirements to Mathematics 60 > Additional TDHSE programme for Mathematics 60 (from AS2018 on)
    Additional TDHSE Programme Requirements for Mathematics 60 or +30 > Programme 60 or +30 > Additional Programme Requirements to Mathematics +30 > Additional TDHSE programme for Mathematics +30 (from AS2018 on)
    Mathematics 120
    Version: 2022_1/V_01
    BSc in Mathematics, Major, 2nd-3rd year > Mathematics, Major, 2nd and 3rd years, elective courses (from AS2018 on)
    Mathematics +30 [MA] 30
    Version: 2022_1/V_01
    Minor in Mathematics +30 (MATH+30 for 90 ECTS) > Mathematics +30, Module C (from AS2020 on)
    Mathematics 30 for Mathematicians (MATH 30MA)
    Version: 2022_1/V_01
    Mathematics for mathematicians (MATH 30MA), minor 30 (from AS2020 on) > Mathematics, minor MATH 30MA, elective courses (from AS2018 on)
    Mathematics 30 for Physicists (MATH 30PH)
    Version: 2022_1/V_01
    Mathematics for physicists (MATH 30PH), minor 30 (from AS2020 on) > Mathematics, minor MATH 30PH, elective courses (from AS2018 on)
    Mathematics 60 (MATH 60)
    Version: 2022_1/V_01
    Mathematics (MATH 60), minor 60 (from AS2020 on) > Mathematics, minor MATH60, elective courses (from AS2018 on)
    Mathematics [3e cycle]
    Version: 2024_2/V_01
    Continuing education > Advanced courses in Mathematics (Bachelor level)
    Mathematics [POST-DOC]
    Version: 2015_1/V_01
    Continuing education > Advanced courses in Mathematics (Bachelor level)
    Pre-Master-Programme to the MSc in Mathematics [PRE-MA]
    Version: 2022_1/V_01
    Prerequisite to the MSc in Mathematics > Advanced courses in Mathematics (Bachelor level)