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