TÜRKÇE
ENGLISH
Information
| Code | ISB563 |
| Name | Risk Theory |
| Semester | . Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Prof. Dr. DENİZ ÜNAL ÖZPALAMUTCU |
Course Goal
To introduce risk and risk analysis. The aim of this course is to teach the students how to use risk analysis in decision making.
Course Content
Definition of risk for systems and processes, Stochastic basis of risk and special functions, Model building and analysis, Discrete and continuous situations, Demand process and model, Number of demand process and model, Distribution of cumulative demand amount, Uniform homogeneity, Risk management in insurance, Stock process and bankruptcy problems.
Course Precondition
none
Resources
Schmidli- Risk Theory
Notes
Schmidli- Risk Theory
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Have in-depth theoretical and practical knowledge about Probability and Statistics |
| LO02 | Make scientific research on Mathematics, Probability and Statistics. |
| LO03 | They have the knowledge to make doctoral plans in the field of statistics. |
| LO04 | Has comprehensive knowledge about analysis and modeling methods used in statistics. |
| LO05 | Comprehensive knowledge of methods used in statistics. |
| LO06 | Indicates statistical problems, develops methods to solve. |
| LO07 | Apply innovative methods to analyze statistical problems. |
| LO08 | Designs and applies the problems faced in the field of analytical modeling and experimental researches. |
| LO09 | Access to information and do research about the source. |
| LO10 | Develops solution approaches in complex situations and takes responsibility. |
| LO11 | It has the confidence to take responsibility. |
| LO12 | He/She demonstrates that he is aware of his / her new and developing practices. |
| LO13 | Transmits the processes and results of their studies clearly in written and oral form in national and international environments. |
| LO14 | It considers the social, scientific and ethical values in the collection, processing, use, interpretation and announcement stages of data and in all professional activities. |
| LO15 | It constantly renews itself in statistics and related fields. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Have in-depth theoretical and practical knowledge about Probability and Statistics | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | They have the knowledge to make doctoral plans in the field of statistics. | 4 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Has comprehensive knowledge about analysis and modeling methods used in statistics. | |
| PLO04 | Bilgi - Kuramsal, Olgusal | Has comprehensive knowledge of methods used in statistics. | 3 |
| PLO05 | Bilgi - Kuramsal, Olgusal | Make scientific research on Mathematics, Probability and Statistics. | |
| PLO06 | Bilgi - Kuramsal, Olgusal | Indicates statistical problems, develops methods to solve. | 3 |
| PLO07 | Bilgi - Kuramsal, Olgusal | Apply innovative methods to analyze statistical problems. | 3 |
| PLO08 | Bilgi - Kuramsal, Olgusal | Designs and applies the problems faced in the field of analytical modeling and experimental researches. | |
| PLO09 | Bilgi - Kuramsal, Olgusal | Access to information and do research about the source. | |
| PLO10 | Bilgi - Kuramsal, Olgusal | Develops solution approaches in complex situations and takes responsibility. | 2 |
| PLO11 | Bilgi - Kuramsal, Olgusal | Has the confidence to take responsibility. | 3 |
| PLO12 | Beceriler - Bilişsel, Uygulamalı | They demonstrate being aware of the new and developing practices. | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | He/She constantly renews himself/herself in statistics and related fields. | 3 |
| PLO14 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Communicate in Turkish and English verbally and in writing. | 4 |
| PLO15 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Transmits the processes and results of their studies clearly in written and oral form in national and international environments. | |
| PLO16 | Yetkinlikler - Öğrenme Yetkinliği | It considers the social, scientific and ethical values in the collection, processing, use, interpretation and announcement stages of data and in all professional activities. | |
| PLO17 | Yetkinlikler - Öğrenme Yetkinliği | Uses the hardware and software required for statistical applications. | 3 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Risk notations | reading | Öğretim Yöntemleri: Anlatım |
| 2 | Risk measurement | study the topics covered in the previous week | Öğretim Yöntemleri: Soru-Cevap |
| 3 | Classification of risk models | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 4 | Risk distribution | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 5 | Risk intensity and hazard rates | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 6 | Individual Risk Models | study the topics covered in the previous week | Öğretim Yöntemleri: Soru-Cevap |
| 7 | Configure risk | study the topics covered in the previous week | Öğretim Yöntemleri: Soru-Cevap |
| 8 | Mid-Term Exam | exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Structural reliability | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 10 | Birnbaum and Barlow-Proschan index | study the topics covered in the previous week | Öğretim Yöntemleri: Soru-Cevap |
| 11 | Collective Risk Models | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 12 | Probability of earnings, risk theory in insurance | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 13 | Sparre Andersen Model | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 14 | Sparre Andersen Model 2 | study the topics covered in the previous week | Öğretim Yöntemleri: Anlatım |
| 15 | Project presentation | study the topics covered in the previous week | Öğretim Yöntemleri: Soru-Cevap |
| 16 | Term Exams | exam | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | exam | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||