School of Business and Economics
Actuarial Statistics
Full course description
This course is an Actuarial elective.This course treats the basics of actuarial risk theory, in particular : utility theory and (re-)insurance, individual and collective loss models, ruin theory, and premium principles.
Course objectives
See course contents.Prerequisites
Level of first two years of the Econometrics and OR bachelor program, in particular Mathematics, Probability Theory, and Mathematical Statistics.Recommended reading
Kaas R., M. Goovaerts, J. Dhaeneand M. Denuit, Modern Actuarial Risk Theory, Springer (2009). An earlier edition of this book will be used.EBC2125
Period 5
4 Apr 2022
3 Jun 2022
ECTS credits:
6.5Instruction language:
EnglishCoordinator:
Teaching methods:
Assignment(s), Lecture(s), PBLAssessment methods:
Participation, Written exam