302405 (v.2) Risk Theory 401


Area:

Department of Mathematics and Statistics

Credits:

25.0

Contact Hours:

3.0
 
** The tuition pattern below provides details of the types of classes and their duration. This is to be used as a guide only. For more precise information please check your unit outline. **
 

Lecture:

3 x 1 Hours Weekly
 

Syllabus:

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.
 
** To ensure that the most up-to-date information about unit references, texts and outcomes appears, they will be provided in your unit outline prior to commencement. **
 

Field of Education:

29900 Other Information Technology (Narrow Grouping)

HECS Band (if applicable):

2

Extent to which this unit or thesis
utilises online information:

Not Online

Result Type:

Grade/Mark

Availability

Availability Information has not been provided by the respective School or Area. Prospective students should contact the School or Area listed above for further information.