A comprehensive introduction to the single-period mathematical risk theory. The course explores approaches to modeling and measuring (insurance) risks. Topics include (univariate) distribution theory: exponential dispersion models, elliptical distributions, (a,b,k,) class, heavy-tailness; risk measurement: Value-at-Risk, Expected Shortfall, coherency; policy modifications: deductibles, (co)insurance, limits. The course ensures an adequate preparation for the C exam of the Society of Actuaries. Prerequisite: SC/MATH 2131 3.00.
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