course
ACTU 464 Risk theory
Email. berkaoui@yahoo.fr
Syllabus of Risk theory Actu 464.
- Textbook: Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel Denuit, Modern Actuarial Risk Theory Using R.
- Reference book: S.A. Klugman , H.H. Panjer, and G.E. Willmot, Loss Models from Data to Decisions, 3rd Edition (2008), Wiley.
- Chapters.
- Utility theory and insurance.
- Individual risk model.
- Collective risk model.
- Ruin theory.
- Exams.
- Midterm 1 exam (total score 25).
- Midterm 2 exam (total score 25).
- Final exam (total score 40).
- Homework (total score 10).