Risk Theory
Department of Mathematical Sciences
WORCESTER POLYTECHNIC INSTITUTE
MA 4213, Risk Theory, Term D02
B. Doytchinov
Office: SH105D
Office hours: Mo, Th 12:00-12:50pm; and Tu, Fr 9:00-9:50am
e-mail:bogdand@wpi.edu
TEXT
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Bowers at al., Actuarial Mathematics,,
Second Edition, SOA.
COURSE CONTENTS
The course consists of five main parts:
- The Economics of Insurance.
Chapter 1.
- Individual Risk Models over Short Term.
Chapter 2.
- Collective Risk Models over Short Term
Chapter 12.
- Collective Risk Models over Extended Term
Chapter 13.
- Some Applications.
Chapter 14.
CLASSES
There are four lectures per week, conducted in
SH106, on Mo,Tu,Th, and Fr, 11:00 - 11:50am.
You are supposed to attend all lectures. If you
miss a class, it is your responsibility to make a copy of the classnotes
from another student and make sure you learn what you have missed.
HOMEWORK
Homework will be assigned and collected twice a week, on Tuesdays and
Fridays. The problems will be taken most often from the book. Each assignment
will be announced in class, and then it will also appear
on the web.
GRADING POLICY
Your final grade is detemined on the basis of homework, in-class presentations
and a Final Exam the form of which will be dtermined lately.
70% of the grade come from the Homework,
10% of the grade come from the presentations,
20% of the grade come from the Final Exam.
These scores are combined to give a final number of
points, between 0 and 100. The
point ranges for the final grades should be expected to be:
A: 100-90
B: 89-80
C: 79-65
MA 4213, Risk Theory Term D02
Send me mail:
bogdand@wpi.edu