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302405 (v.2) Risk Theory 401
Area: Department of Mathematics and Statistics Contact Hours: 3.0 Credits: 25.0 Lecture: 3 x 1 Hours Weekly
Utility theory - premium principles, risk models (individual and multiple). Credibility theory - exact, empirical Bayes parameter estimation on non-parametric, semi-parametric and fully parametric basis. Ruin theory - the adjustment coefficients; Lindberg's inequality, exact and asymptotic solutions, the maximum aggregate loss and the general solution.
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