Graduate

Mortality Modelling

Actuarial Science 9972B


Description: This course provides an advanced introduction to the modelling problem of mortality risk - the risk that aggregate mortality might differ from that anticipated - for pricing and risk managing purposes. Various types of mortality models will be analyzed, including Lee-Carter time series models, finite-state Markov models and diffusion models.

Term: B

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
AS9972B001 Xiaoming Liu PDF B 2015/2016
AS9972B001 Xiaoming Liu PDF B 2014/2015
AS9972B001 Xiaoming Liu PDF B 2013/2014

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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