Risk management in actuarial science (RDN027)
University of Belgrade
ECTS: 6.0
Contents of lectures
Contents of exercises
Prerequisite
Goal
Literature
- Booth, P., Chadburn, C., Haberman, S., James, D., Khorasanee, Z., Plumb, R.H., Rickayzen, B. (2005). Moden Actuarial Theory and Practice, 2nd Ed., Boca Raton: Chapman & Hall/CRC
- Daykin, C., Pentikäinen, T., Pesonen, M. (1994). Practical Risk Theory for Actuaries. London: Chapman & Hall
- Harrington, S.E., Niehaus, G.R. (2004). Risk Management and Insurance. 2nd Ed., McGraw-Hill International Editions
- Kaas, R., Goovaerts, M., Dhaene, J., Denuit, M. (2008). Modern Actuarial Risk Theory Using R, 2nd Ed., Springer
- Klugman, A.S., Panjer, H.H., Willmot, G.E. (2004). Loss models: from data to decisions, 2nd Ed., John Wiley & Sons.