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Geroeva, Maria

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Delivered at:: Department of Statistics and Data Analysis

Course type:: Elective course

When:: 1 year, 1-3 module

Instructor

Moreno-Franco, Harold A.

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Abstract

The basic topics of this course are compatible with official material of actuarial education in UK and other parts of the world. The course contains important material on topics that are relevant for recent insurance and actuarial developments. The first part of the course is focused on basic actuarial mathematics and life insurance. The second part of the course concentrates on risk theory where one of the topics is to estimate the ruin probability of an insurance company when its surplus is modelled by a Cramér-Lundberg process.

Master’s Programme 'Stochastic Modeling in Economics and Finance'

Actuarial Сalculus

Instructor

Course Syllabus

Abstract