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    Kenneth (Tsz Hin) Ng

    Kenneth (Tsz Hin) Ng

    • The Ohio State University
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    MATH5633 Loss Model 1

    2024 Fall

    Syllabus:

    MATH5633 Fall 2024 Course Outline

    Notes:

    • Chapter 1: Basic Probability
    • Chapter 2: Loss Severity Models
    • Chapter 3: Frequency Models
    • Chapter 4: Aggregate Risk Models
    • Chapter 5: Risk Measures
    • Chapter 6: Introduction to Credibility

    References:

    • Loss Models: From Data to Decisions, 5th edition, by Klugman, Panjer and Willmot