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No syllabus is currently available for this course. Questions should be directed to Robert Muncaster.
Course Description: Mathematical analysis of the risk to an insurer due to variations in expected claim numbers and amounts; optimal insurance systems; the probability of ruin in the long run; reinsurance; dividend formulas. 3 undergraduate hours. 3 or 4 graduate hours. 4 hours of credit requires approval of the instructor and completion of additional work of substance. Prerequisite: Credit or concurrent registration in STAT 409 or STAT 410. Credit: 3 or 4 hours.
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Department of
Mathematics University of Illinois at Urbana-Champaign 273 Altgeld Hall, MC-382 1409 W. Green Street, Urbana, IL 61801 USA Telephone: (217) 333-3350 Fax (217) 333-9576 office@math.uiuc.edu |
Last modified July 29, 2005