Classical ruin theory, individual risk models, collective risk models, models for loss severity: parametric models, tail behavior, models for loss frequency, mixed Poisson models; compound Poisson models, convolutions and recursive methods, probability and moment generating functions. Prerequisite: STAT 371 or equivalent. Note: Cannot be used for credit towards a thesis-based graduate program in the Department of Mathematical and Statistical Sciences.
| Section | Capacity | Class times | Instructor(s) |
|---|---|---|---|
|
LECTURE A1
(49433) |
18 |
2024-09-03 - 2024-12-09 (TR)
09:30 - 10:50
ED 176
|
|