MAST 724
Risk Theory
Winter 2026 · Selected Topics in Probability, Statistics and Actuarial Mathematics
Topics
- Aggregate risk models
- Homogeneous and nonhomogeneous Poisson processes
- Coinsurance
- Inflation effects on losses
- Value at Risk and Tail Value at Risk
- Generalized linear models
- Probabilistic and inferential problems in property-casualty insurance
Readings
- Listed textbook (requirement not stated): S. A. Klugman et al. Loss Models, 4th edition. Wiley, New York, 2012.
Winter 2025 · ACTU 457
Readings
- “Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.
Winter 2024 · ACTU 457
Readings
- “Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.
Winter 2023 · ACTU 457
Readings
- “Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.
Winter 2022 · ACTU 457
Readings
- “Loss Models”, S.A. Klugman et al., Wiley, New York, 2012, 4th Edition.
Sources
- Course catalogue ↗2026–2027
- Syllabus or course outline ↗Winter 2026
- Historical course outline ↗Winter 2025
- Historical course outline ↗Winter 2024
- Historical course outline ↗Winter 2023
- Historical course outline ↗Winter 2022
- Winter 2026 outline. Course header explicitly lists ACTU 457, MAST 724, MAST 881.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.