Risk Theory
| Course Code | 321-2600 |
|---|---|
| Semester | 9 |
| ECTS | 5.00 |
| Hours (Theory) | 3 |
| Hours (Lab) | |
| Instructor | Lachana Zoi |
Course Content
- Probabilities review
- Poisson processes. Renewal processes.
- Collective risk theory. Compound distributions. Approach of risk probability. Assumptions of development of extreme events. Security factor. Lundber inequality.
- The classic model. The assumptions of collapse systems.
Learning Outcomes
- The Poisson process, the renewal process
- The collective risk model
- The classic risk model. Compound distributions.
- Theory of extreme events
Prerequisites
Not required.
Teaching and Learning Methods
Lectures, resolving exercises
| Activity | Semester workload |
|---|---|
| Lectures | 39 hours |
| Personal study | 78 hours |
| Midterm exam |
5 hours |
| Final exam | 3 hours |
| Course total | 125 hours (5 ECTS) |
Assessment Methods / Grading
Midterm exams
Final written exams
Teaching Language
Greek (English for Erasmus students)