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 300-304 Risk Theory

Coordinator

Ms D Walker

Prerequisites

620-202 Statistics.

Semester

1

Contact

Three 1-hour lectures and a 1-hour tutorial

Subject Description

Statistical distributions in insurance; inferences from insurance data; risk models; ruin theory; experience rating and credibility theory.

Assessment

A 3-hour end-of-semester examination.

Prescribed Texts
  • I D Currie, Loss Distributions.
  • D C M Dickson and H R Waters, Risk Models.
  • D C M Dickson & H R Waters, Ruin Theory.
  • H R Waters, Credibility Theory.
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Status:                   Official 1998
Last Modified:            Tuesday April 28 19:09
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Authorised by:            Academic Registrar
Email Enquiries:          Course_Information@registrar.unimelb.edu.au