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ACST399: Mathematical Theory of Risk |
This unit examines the use of statistical models in the insurance context. Statistical models of the number of claims and the sizes of claims are studied. These models are used as a basis for the study of risk theory, ruin theory and the effect of reinsurance. The unit also examines methods for assessing the extent to which historical claims experience can be regarded as a reliable guide to the future, and describes the use of no claim discount systems as a method of experience rating. Methods of estimating reserves for future insurance payments, decision theory and generalised linear models are also studied.
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