discipline 
MSC in
Mathematics, Specializations

subject 
Risk Processes

lecturers 
György
Michaletzky. prof., Dept. of Probability Theory and Statistics,
Institute of Mathematics 
credits 
2 
period 

curriculum 
Risk process, total risk
process. Special cases: compund Poisson process. Markov process, renewal process.
Approximation of the
distribution of risk process. Ruin theory. Probability of
ruin for compound Poisson process (finite and infinite time horizon.)
Lundbergtheorem (CramerLundberg approximation). Asymptotics of risk probability. Exponential and
subexponential case. Application of martingales.
Renewal risk processes. 
literature 

form of tuition 
Lectures 
mode of assessment 
oral exam 