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Archived Curricula Guide 2010–2011
Curricula Guide is archieved. Please refer to current Curricula Guides
TILTS10 Risk Theory 10 ECTS
Organised by
Statistics
Preceding studies
Compulsory:
Corresponding course units in the curriculum
Department of Mathematics and Statistics
Curricula 2008 – 2010
TILTS10 Risk Theory 5 ECTS

Learning outcomes

The course familiarises students with an area of stochastic processes which is applied in the analysis of fluctuations in the insurance business.

Contents

The course covers among other things the claim number process, the mixed Poisson process and its approximation, ruin probability, premium calculation methods and the use of simulation methods in risk theory.

Teaching language

Finnish

Modes of study

Evaluation

Numeric 1-5.

Recommended year of study

1. year autumn
1. year spring
2. year autumn
2. year spring

Study materials

  1. Bühlmann, H., Mathematical methods in risk theory. Springer 1970.
  2. Daykin, C. D., Pentikäinen, T., Pesonen, M., Practical risk theory for actuaries. Chapman & Hall 1994.
  3. Gerber, H. U., An introduction to mathematical risk theory. S.S. Huebner Foundation 1979.

Belongs to following study modules

Department of Mathematics and Statistics
Advanced Studies in Statistics (Statistics)
2010–2011
Teaching
Archived Teaching Schedule. Please refer to current Teaching Shedule.
Period I Period II Period III Period IV
TILTS10 Riskiteoria
Department of Mathematics and Statistics