Math 380: Stochastic Processes (First term 2017-2018)

  1. A review of probability theory and applications in insurance
  2. A review on Random Variables and their distributions with applications in insurance
  3. Conditional Probability and Conditional Expectation
  4. Discrete time processes: Markov Chains
  5. The Exponential Distribution and the Poisson Process
  6. Continuous-time processes: Brownian motions and related processes
Course Materials