Lecture

Insurance Risk Modeling

Description

This lecture covers the modeling of insurance risk, discussing the joint distribution of discrete and continuous random variables. Topics include the Poisson and Gamma distributions, modeling claim frequencies, and finding marginal and conditional distributions. The lecture also explores the Negative Binomial distribution and its properties, providing insights into the impact of accidents on insurance risk.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_qjk0ndx1

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Business

Business administration: Risk management

Mathematics

Probability theory: Topics in probability theory

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