UNIVERSITY OF CONNECTICUT
Math 5637(395) Risk Theory
Fall 2014
Classes: 12:20 1:10 MWF
MSB 411
Instructor: James Bridgeman, FSA CERA
MSB 408 phone (860) 486-8382
[email protected]
http:/www.math.uconn.edu/~bridgeman/index.htm
Office hours: M 10:00
Project Topics:
(In 3, 4, 6, and 22 please follow the instructions exactly or you might not
get credit. 3, 4 and 22 are intended to have you learn (by developing them)
alternative ways to see concepts treated in the text by integration by parts
and in my
Math 5637
Risk Theory
Fall 2012
Final Examination
December 7 -12, 2012
This is a take-home examination due back to me by 5 PM on Wednesday,
December 12, in my department mail box, under my o ce door, or by email.
You may consult with any written source, i
Math 5637
Risk Theory
Fall 2012
Final Examination Solutions
December 7 -12, 2012
This is a take-home examination due back to me by 5 PM on Wednesday,
December 12, in my department mail box, under my o ce door, or by email.
You may consult with any written
PROBABILITY DISTRIBUTIONS AND MAXIMUM ENTROPY
KEITH CONRAD
1. Introduction
If we want to assign probabilities to an event, and see no reason for one outcome to occur
more often than any other, then the events are assigned equal probabilities. This is call
Study Guide for Risk Theory Prelim (MATH5637)
1. Modeling with random variables
a. pf, pdf, cdf, ddf, hazard rate, moments (and related measures), quantiles
b. generating functions and transforms: moment-, probability-, cumulant-; Fourier (characteristic)
Math 395 Spring 2005 Final Exam Solution Worksheet
Solution Summary
~ will stand for approximation
#1
X is the sum of 5 independent exponentials, so X is a gamma 5; 1,000 random variable
fL1(y)=SX(y)/X=(1-(5;y/1000)/5000 and integrating and using surface
Mathematics 5621-Financial Math II
Spring 2012
Final Examination
April 27 - April 30, 2012
This is an open book take-home exam. You may consult any books, notes,
websites or other printed material that you wish. Having so consulted then
submit your own an
Panjer Approximation for Ruin Probabilities: given X is Pareto (3,1), safety loading theta is 0.1, N is Poisson process, any lambda (lambda disappears
from the result).
Since mean of X is p1=0.5, pick a discretization of X less than that say 0.1. Need to
Math 5637 Risk Theory 2016 Fall Final Exam
Your ID (7-digit number) _ _ _ _ _ _ _ which corresponding to a b c d e f g
Example: You ID is 1234567, then a = 1, b = 2, c = 3, d = 4, e = 5, f = 6, g = 7.
(m mod n) means the remainder of m divided by n. For e