Quick Course Search

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 2020

Lecture Sections

Fall Term 2020 - LEC A1 (81428)

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

View Previous Terms