Risk Theory I

Dr. Arturo Erdély

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.