FIN 561 Investment Management of Insurance Companies

Subject of the course will be the basics of the legal investment framework of (German) insurance companies, of asset/liability-management and of the management of investment risks of insurance companies.

After successful completion of the course, participants will know the basic elements of the investment regulations of insurance companies. They will be familiar with the necessity and the instruments of an asset/liability-management and they will be able to apply the basic methods to analyze and manage the most important primary and derivative financial instruments as well as alternative investments.

Formal: none

Recommended: The course assumes a basic knowledge in probability theory and statistics. In addition students should have covered the two courses in finance offered in the bachelor's program at the University of Mannheim or equivalent courses.

All materials will be made available via ILIAS. 

• Lecutre: 2019, 2017, 2015, 2014 (Gohl), 2014 (Pekelis), 2013, 2012, 2011, 2010, 2009, 2008, 2007
• Exercise: 2018 HS (Bauer), 2018 FS (Bauer), 2018 FS (Schmidt),  2017 (Bauer), 2017 (Gohl), 2015, 2014 (Gohl), 2014 (Pekelis), 2013 (Gohl), 2013 (Pekelis), 2012 (Pekelis), 2012 (Huggenberger), 2012 (Gohl), 2011

Please note that last year's evaluation results are also available from the current ILIAS group.