ACTS 473 /873 - Introduction to Risk Theory

Institution:

University of Nebraska-Lincoln

Subject:

Description:

Lec. Prereq: STAT 462 with a grade of "C" or better.Applications of compound distributions in modeling of insurance loss. Continuous-time compound Poisson surplus processes, computation of ruin probabilities, the distributions of the deficit at the time of ruin, and the maximal aggregate loss. The effect of reinsurance on the probability of ruin.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.unl.edu/

Phone Number:

(402) 472-7211

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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