FM 322. Risk Theory II

Main textbooks:

H. Bühlmann, Mathematical Methods in Risk Theory, Springer, 1996.

C. Daykin, T. Pentikainen, M. Pesonen, Practical Risk Theory for Actuaries, Chapman & Hall, 1994.

Auxiliary textbooks:

H. Panjer, G. Willmot, Insurance Risk Models, Society of Actuaries, Schaumburg, IL, 1992.

S. Klugman, H. Panjer, G. Willmot, G. Venter, Loss Models: From Data to Decisions, John Wiley & Sons, 1998.

J.-P.Bouchaud, M. Potters, Theory of Financial Risks. From Statistical Physics to Risk Management, Cambridge University Press, 2001.