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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.

Fall Term 2018

Lecture Sections

Fall Term 2018 - LEC A1 (72671)

TR 11:00:00 - 12:20:00 (T B 38)
Instructor: TBD
Winter Term 2018

Lecture Sections

Winter Term 2018 - LEC Q1 (89698)

MWF 13:00:00 - 13:50:00 (CAB 269)
Instructor: kowalski@ualberta.ca - Profile

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