This course explores models for loss severity, parametric models, effect of policy modifications, and tail behaviour. Topics also include: models for loss frequency: (a,b,0), (a,b,1), mixed Poisson models; compound Poisson models, Aggregate claims models: moments and moment generating function: recursion and Classical ruin theory. Three lecture hours per week plus a one hour lab per week. 03-09-2025-03-12-2025 Lecture Monday, Wednesday, Friday 11:30AM - 12:20PM, Memorial Hall, Room 308
- Enseignant: Yechao Meng
Catégorie: 2025F