Risk measures. Extreme value theory: models and applications. Aggregate models for claims. Regression-based approaches to claims modeling: generalized linear models, linear mixed models. Students with credit for RISK (or ACMA) 421 may not take this course for further credit.
Risk measures. Extreme value theory: models and applications. Aggregate models for claims. Regression-based approaches to claims modeling: generalized linear models, linear mixed models. Students with credit for RISK (or ACMA) 421 may not take this course for further credit.
