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

Risk Measures & Dependence

Actuarial Science 9912B


Description: Risk and uncertainty. Measuring and managing risks. Balancing risks and rewards. Premium calculation principles. Dependence structures.Portfolio construction. Capital allocation rules. Enterprise risk management.


Term: B

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
AS9912B001 Ricardas Zitikis PDF B 2017/2018
AS9912A001 Ricardas Zitikis PDF A 2014/2015
AS9912B001 Ricardas Zitikis PDF B 2013/2014
AS9912B001 Ricardas Zitikis PDF B 2012/2013