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.
- Enseignant: Kai Liu
Catégorie: 2022F