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MATH 436: Risk Theory


Collective risk models, moment and mgf of aggregate claims, recursion formulae, effect of reinsurance, individual risk model, De Pril’s recursion formula and Komya’s method, premium principles: risk adjusted principle, applications of utility theory, reinsurance problems, ruin theory. Applications of contingency theory in life and health insurance. Loss distributions.

Academic Year



Created at 11/30/2010 3:06 PM by SRDO Admin
Last modified at 7/11/2018 2:35 PM by Amal Helu