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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)
Graduate

Advanced Risk Theory

Actuarial Science 9005A


Description: In this course, we will first provide students with an understanding of distributions and methods for modeling insurance losses, then we will introduce basis utility theory and discuss some principle of insurance premium calculation. After that, we will study compound poisson risk process and insurance ruin theory in great detail.

Term: A

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
AS9005A001 Jiandong Ren PDF A 2015/2016
AS9005A001 Kristina Sendova PDF A 2014/2015
AS9005A001 Jiandong Ren PDF A 2013/2014
AS9005A001 Kristina Sendova PDF A 2012/2013
AS9005B001 Jiandong Ren PDF B 2011/2012