Math 395 Risk Theory

Spring 2004

 

Instructor – James G. Bridgeman

instructor's web site

syllabus for the course

 

Final Grading Worksheet

 

Final Exam Thursday May 6 from 8 to 10 am in MSB 311

EXAM WILL BE OPEN BOOK !!

YOU CAN BRING TEXTBOOKS AND YOUR NOTES BUT NO SOLUTION MANUALS

 

– extra office hours 11:30-3:45 & 5:15-6:30 April 29, 11-5:30 May 3

Cumulative Assignments: (Thru April 30)

AM exercises 13.1-13.24

AM pp 399-423

LM pp 511-521 and exercise 6.1

LM pp 322-30 (read for background … I won’t test you on it)

LM exercises 4.45-4.52

LM pp 291-311 and exercises 4.1-4.34

Exercises 3.1, 3.2, 3.20-3.23, 3.31, 3.34-3.36, 3.48-3.50,

LM pp 199-204, 209-212, 217-219, 221-222, 225-230, 236-240, 263-264, 266-267

Compare tails among as many of the examples as you can; look for patterns

Find all examples from App. A of the transformations on the handout from class Feb. 18

Loss Models pp. 74-77 and exercises 2.59-2.65

Loss Models pp. 105-106 and exercises 2.69-2.76, 2.78, 2.82a-c, 2.83, 2.86, 2.87

Study Note pp. 1-65 and exercises 1-69

Loss Models pp. 4-9

 

Reference Material

 

EXCEL Example for Convolution

(cf. page 301 of Loss Models)

EXCEL Example for Panjer Recursion

EXCEL Example for Distribution Fitting

Example of Panjer Recursion for Ruin Probability