Risk Theory I

Dr. Arturo Erdély

Google Classroom 2026-I

SYLLABUS

1. Individual and collective risk models.

2. Premium principles.

3. Reinsurance.

4. Credibility theory.

5. Ruin theory.

PROGRAMMING LANGUAGE  Julia

Code in GitHub

My introduction to Julia

REFERENCES

[1] R. Kaas et al. (2009) Modern Actuarial Risk Theory. Springer.

[2] M. Denuit et al. (2005) Actuarial Theory for Dependent Risks. Wiley.

[3] T. Rolski et al. (1999) Stochastic Processes for Insurance and Finance. Wiley.

[4] S.A. Klugman et al. (1998) Loss Models. Wiley.

[5] H. Bühlmann (1996) Mathematical Methods in Risk Theory. Springer.