The day when risk theory prevented a Civil War
José Daniel López-Barrientos
Universidad Anáhuac México
Publicado en Revista Actuarios Trabajando #18 / Julio 2025
RESUMEN
The present piece is not a research paper on actuarial sciences, nor intends to be one. It represents the written form of a workshop that the author gives to his students from a first course on Risk Theory when teaching the topic of compound-type random variables under the assumptions of the model of collective risks. All the statistical hypotheses made here were specifically conceived for this presentation and should be carefully analyzed in any real-world application.
https://doi.org/10.54825/IOLO6421
Palabras Clave: Reserva de dotación pura, Bono cupón cero, Swap de tipos de interés, Modelo de Vasicek, Proceso de Liu
