MATH39542 Online Course Materials
Course materials Risk Theory
This page will provide online access to the course materials (lecture notes, example sheets, etc.) for the unit Risk Theory. For any questions please contact the lecturer Ronnie Loeffen by e-mail or drop by my office or approach after the lecture.
Relevant books
- Mikosch, Non-life Insurance Mathematics: An Introduction with Stochastic Processeses, corrected second printing, 2006. E-book downloadable.
- Mikosch, Non-life Insurance Mathematics: An Introduction with the Poisson Process, second edition, 2009. E-book downloadable.
- Kaas, Goovaerts, Dhaene and Denuit, Modern Actuarial Risk Theory: Using R, second edition, 2008. E-book readable.
- Klugman, Panjer, Willmot, Loss models: from data to decisions, 3rd edition, 2008. Library link.
- Bühlmann, Gisler, A Course in Credibility Theory and its Applications, 2005. E-book downloadable.
Lecture notes
The lecture notes will be updated throughout the semester. Note that any appendices appearing in the lecture notes are not `exam-material'.- Lecture notes for MATH39542 and MATH69542: for the latest version, click here (last updated on 22-4-2013: fixed a typo in the 2nd line of Remark 4.15, update on 26-4-2013: fixed the same typo in the proof of Lemma 4.31).
- Additional lecture notes for MATH69542 only: for the latest version, click here (last updated on 26-4-2013). Solutions to the exercises will appear on Blackboard (for MATH69542 only; latest update contains solutions to all the exercises).
Coursework
- MATH39542: The coursework will consist of three pieces of homework to be handed in. At the moment, the three deadlines are scheduled as follows: 27 February noon, 13 March noon and 1 May noon. The exercises that correspond to each piece of homework will be provided at least a week in advance of the corresponding deadline. Each part counts as 1/3 for the total coursework mark and the total coursework mark counts for 10% of the final mark.
- MATH69542: The coursework will consist of the same three pieces of homework as for MATH39542 (with the same deadlines), each of them counting for 20% of the total coursework mark. In addition, there will be two extra pieces of coursework, each counting for 20% of the total coursework mark. The deadlines for these two additional pieces of coursework will be determined later. The total coursework mark counts for 10% of the final mark.
Example Sheets
- Sheet 1 and Solutions 21-4-2013: Fixed a typo in Solutions of Exercise 4(b).
- Sheet 2 and Solutions
- Sheet
3 and Solutions
Contains first part of the coursework for MATH39542 and MATH69542. - Sheet
4 and Solutions
- Sheet
5 and Solutions
22-4-2013:
Fixed a typo in Solutions of Exercise 4.
Contains second part of the coursework for MATH39542 and MATH69542. - Sheet 6 and Solutions
- Sheet
7 and Solutions
21-4-2013:
Fixed a typo in Solutions of Exercise 1(a).
Sheet 8
and Solutions
- Sheet 9
and Solutions
Contains third part of the coursework for MATH39542 and MATH69542. - Sheet 10
and Solutions