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STAT553 - 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 or equivalent. Note: Cannot be used for credit towards a thesis-based graduate program in the Department of Mathematical and Statistical Sciences.

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