ACTU 464 Risk theory

Email.  berkaoui@yahoo.fr
 
Syllabus of Risk theory Actu 464.

  • Textbook: Rob Kaas, Marc Goovaerts, Jan Dhaene and Michel Denuit, Modern Actuarial Risk Theory Using R.

 

  • Reference book: S.A. Klugman , H.H. Panjer, and G.E. Willmot, Loss Models from Data to Decisions, 3rd Edition (2008), Wiley.

 
 

  • Chapters.

 

  1. Utility theory and insurance.
  2. Individual risk model.
  3. Collective risk model.
  4. Ruin theory.

 

  • Exams.

 

  • Midterm 1 exam (total score 25).
  • Midterm 2 exam (total score 25).
  • Final exam (total score 40).
  • Homework (total score 10). 
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