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Sep 27, 2024
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University of Alberta Calendar 2020-2021 [ARCHIVED CATALOG]
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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.
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