Courses Bachelor Display 2017-2018

Course Description To PDF
Course title Actuarial Statistics
Course code EBC2125
ECTS credits 6,5
Assessement None
Period
Period Start End Mon Tue Wed Thu Fri
5 16-4-2018 8-6-2018 X X
Level Advanced
Coordinator Hans Peters
For more information: h.peters@maastrichtuniversity.nl
Language of instruction English
Goals
See course contents.
Description
This course is an Actuarial elective.
This course treats the basics of actuarial risk theory, in particular : utility theory and (re-)insurance, individual and collective loss models, ruin theory, and premium principles.
Literature
Kaas R., M. Goovaerts, J. Dhaeneand M. Denuit, Modern Actuarial Risk Theory, Springer (2009). An earlier edition of this book will be used.
Prerequisites
Level of first two years of the Econometrics and OR bachelor program, in particular Mathematics, Probability Theory, and Mathematical Statistics.
Teaching methods PBL / Lecture / Assignment
Assessment methods Participation / Written Exam
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Bachelor Econometrics and Operations Research Acturarial Electives
Bachelor Econometrics and Operations Research Year 3 Compulsory Courses
SBE Exchange Bachelor Bachelor Exchange Courses
SBE Exchange Master Bachelor Exchange Courses
SBE Non Degree Courses Bachelor Courses