The timetable for classes can be found on:
Lecture notes are available for download from iLearn. You will need to print the lecture notes and bring them to classes to complete.
The major references include:
Dickson, D. (2016). Insurance Risk and Ruin. Cambridge University Press.
Tsay, R. (2002). Analysis of Financial Time Series. John Wiley & Sons, Inc.
Nelsen, R. (2006). An Introduction to Copulas. Springer-Verlag New York.
Embrechts, P., Kluppelberg, C., Mikosch, T. (1997). Modelling Extremal Events for Insurance and Finance. Springer-Verlag Berlin Heidelberg.
Students will be required to use iLearn, R, Excel, PDF, Word, and a non-programmable calculator.