Risk Theory I

选课速读： ACTL 40002《Risk Theory I》是 墨尔本大学 的公开课程页面。当前可确认的信息包括 2 学分，难度 中等。 课程简介摘要：Semester 1 - On Campus Topics considered in this subject include premi。

Semester 1 - On Campus Topics considered in this subject include premium principles, including variance principle, Esscher principle, risk adjusted principle; applications of utility theory, premium calculation and optimal reinsurance retention levels; reinsurance problems; stochastic ordering; comparisons of random losses in terms of risk measures; ruin theory, explicit solutions for the probability of ultimate ruin, the effect of reinsurance on ruin probabilities.