Mar 28, 2024  
University of Alberta Calendar 2019-2020 
    
University of Alberta Calendar 2019-2020 [ARCHIVED CATALOG]

STAT 453 - Risk Theory


★ 3 (fi 6) (either term, 3-0-0) 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.