Risk Theory I

• ACTL40002
• Contact Hours: Three hours of lectures and/or tutorials per week
  Total Time Commitment: Not available
• 12.50

Topics include collective risk model, calculation of moments and mgf of aggregate claims, recursion formulae, effect of reinsurance; individual risk model, recursion formulae and approximations; credibility theory, exact credibility and the Buhlmann-Straub model; an introduction to ruin theory. -- Course Website

Prerequisites: The following:<br/> Subject Study Period Commencement: Credit Points: ACTL30004 Actuarial Statistics Semester 2 12.50