Full Publication

Upper level undergraduate probability with actuarial and financial applications (single pdf file)

Co-authors: Rich Bass; Patricia Alonso-Ruiz, Fabrice Baudoin, Maria Gordina, Phanuel Mariano, Oleksii Mostovyi, Ambar Sengupta, Alexander Teplyaev, Emiliano Valdez)

Chapters

1. Combinatorics
2. The probability set-up
3. Independence
4. Conditional probability
5. Random variables
6. Some discrete distributions
7. Continuous distributions
8. Normal distribution
9. Normal approximation
10. Some continuous distributions
11. Multivariate distributions
12. Expectations
13. Moment generating functions
14. Limit laws
    • 15. Probability inequalities (optional chapter)
    • 16. Applications in Insurance and Actuarial Science (optional chapter)
    • 17. Application of Probability in Finance (optional chapter)
    • table of distributions
    • normal table

UConn MATH 3160 Materials

• Syllabus for Math 3160
• Available with UConn NetID: Video lectures by Joe Chen and Tom Roby