Graduate

Advanced Multistate Models

Actuarial Science 9007B


Description: This course provides an advanced introduction to the theory and application of multi-state models in actuarial science. Topics to be covered: actuarial application of Multi-State Models; introduction to the Theory of Multi-State Models; review of Continuous-Time Markov Chains; Time-Inhomogeneous Markov Chains; analysis of Present Values an their Moments; estimation of Transition Intensity Functions.

Term: B

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
AS9007B001 Bruce Jones PDF B 2017/2018
AS9007B001 Bruce Jones PDF B 2015/2016
AS9007B001 Xiaoming Liu PDF B 2014/2015
AS9007B001 Bruce Jones PDF B 2013/2014
AS9007B001 Bruce Jones PDF B 2012/2013
AS9007A001 Bruce Jones PDF A 2011/2012

Western Science Centre - Room 262
1151 Richmond Street
London, Ontario, Canada, N6A 5B7
Tel: (519) 661-3607 ext 83607 Fax: (519) 661-3813
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