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STAT453 - Risk Theory

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.

Fall Term 2020

Lecture Sections

Fall Term 2020 - LEC A1 (81426)

TR 09:30:00 - 10:50:00 (TBD)

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