School of Business and Economics
Actuarial Statistics
Volledige vakbeschrijving
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.
Doelstellingen van dit vak
See course contents.Voorwaarden
Level of first two years of the Econometrics and OR bachelor program, in particular Mathematics, Probability Theory, and Mathematical Statistics.Aanbevolen literatuur
Kaas R., M. Goovaerts, J. Dhaeneand M. Denuit, Modern Actuarial Risk Theory, Springer (2009). An earlier edition of this book will be used.EBC2125
Periode 5
4 apr 2022
3 jun 2022
Studiepunten:
6.5Taal van de opleiding:
EngelsCoördinator:
Onderwijsmethode:
Assignment(s), Lecture(s), PBLEvaluatiemethoden:
Participation, Written exam