Summary Risk Theory taught at UvA 2021

Course overview risk theory
By Suus Veeling




S.Veeling

, Lecture 1
!"#$"# %$ &#
"'()*&+, )#- .&$/ )0"$&1#


)$ +2" (+&*&+, 3(#1+&4# &$
43+"# 14#1)0" 5




6"46*" )."
7&**&#8
+4
6),
)
6."9&(9
:.&#1&6*" 43 "'(&0)*"#+"
";6"1+"- 0)*("
=# +2&$ +4
2&82". +2)# +2"
43 +2" .&$/ <




1)$"
6"16&" )."
7&**&#8 6),
+2&$ 1)# >"
";6*)&#"- >, !"#$"# %$
: :@@ A BC
)
6."9&(9 34. ?2&12
5



?&+2 .&$/ D E(+ +2"# +2" 2)$
&#
"'()*&+, <



<
&#$(.".



&#1"#+&0" +4
433". +2"
A (*;FC @( H @G ABCF
&#$0.)#1" )$
(* F
#4

=3
<
&$ 14#1)0" 5
+2"# @G


+2" ";6"1+"- @G A @G ABC I C
6.43&+ 4
G
&$
J


)# .)#-49 0).&)>*" $ D
34. <




K+ <

:"+".$>(.8 6).)-4; +2)+ ?&+2
L2&$ +"**$ ($
34. K49"4#"


K49"4#" $ : +4 6*),) 14&#+4$$&#8
6), &#&+&)* 7")*+2 ? )#- 14#1)0" 1"*; F
O

?&+2 M N ?&+2 #(9>".
6.&1"
CF
&#
8)9" A BC F
5
@G A (*? G
B FC J ( P @G A ? G
B
G
G


(*? G
@G

+4$$"$ (#+&* 2")-$ +2" 3Q.$+
43 )66").$ 34.
R".4
(+&*&+, 6."9&(9 $
+&9" <
:"16*" )."
7&**&#8 +4
6*)#$ +2"
8)9"
L2" : GS
9);&9(9
6."9&(9 1)# >"
34(#-
: $9)**". +2)# +2"
";6"1+"- 0)*("
34.
>, K4*0&#8 T


+2"&. 6.&4. E(+ 1)##4+ >" .&82+
43 < )$

1$


#U FC
O

A A (*? :+ F C 6+ F
O

@G A 6.&1" C J
A N H@ F J
N S J
)$ <
@G ( H? G
I J
@G G J
( H ? G

<


J <
#




L2" ";6"1+"- (+&*&+, 94-"* G



+2" 9&#&9(9
6."9&(9 : &$ +2" K4*(+&4# +4


=#$+")- 43 *442&#8 )+
6"46*"%$ ";6"1+"- 0)*("
H7F A H7 F C
G




V J @G V GS : G
I <




43 *4$$ >"++" 1)*)"*)+" +2"&.
4.
8)&# 5
?"



L2"$" :."9&(9 $ 2""6 (+&*&+, +2" $)9"
?")*+2
4#
";6"1+"- 0)*(" 43 +2"&. 3(+(." 5
)$



+2"&. *"0"*
>"34." )#- 1)**"- (+&*&+,
3(#1+&4#
)$
(+&*&+, W".4
)."
2)$
"0".,4#" 6".$4#)*

L2"
(*; F <
4. (+&*&+, 6."$".0&#8 6."9&(9 $ <

6."9&(9

H :+ F
X




L2" (+&*&+, 3(#1+&4# (*; F $24(*- 2)0" : @ : )$ 4#*, +2"# >1+2 &#$0.". )#-
5




H; F NY
%

64$&+&0" 9).8&# )+ (+&*&+, $4 ( Z)." 2)0"
5
<
&#$0."- )
8)&# <




7")*+2
2&82". (+&*&+, E(+ MS ";+.)
8&0"$ <


[..4? G
:.)++ )66.4;&9)+)<1# 34. :
O




0)*(" ?2"# +2)#
&$
43 Z)." K49"4#" &$ 6)).


^
\


`
%
@4 H _" F
% %
a % 6 \
)*$4 .""- H; F J
] ( ? G



$&12 b Y
34. 6".$4# $4
) ?" (
X
5
5
%
( H? ]F
G




1)**"-
-&9&#&$2&#8 9).8&#
)+
(+&*&+, < c4.

>"
1)#
34(#- 0&)
L),*4. ";6)#$&4# $ <




";)96*" ) #4# G
-"1.")$&#8 14#1)0" 3(#1+&4# <




H _" F
% %

. H; F J
X
( ? G

&$ 1)**"- )>$4*(+"
%
( H? ]F
G




.&$/ )0"$&4#
11"33&1&"#+ <




S.Veeling