Loss Models I
Actuarial Science 9424B
Description: Firstly, we provide students with a good understanding of: methods for modelling the amount of a single loss payment and the number of loss payments, as well as computational approaches for aggregate losses. Secondly, we will discuss various types of risk measures for insurance losses, including Value at risk (VAR), Tail value at risk (TVaR) and ruin probability.
Term: B
Outlines of this course offered in past school years
| Course | Instructor(s) | Outline | Term | School Year |
| AS9424B001 | Kristina Sendova |  |
B | 2017/2018 |
| AS9424B001 | Kristina Sendova | |
B | 2015/2016 |
| AS9424B001 | Jiandong Ren | |
B | 2014/2015 |
| AS9424B001 | Kristina Sendova | |
B | 2013/2014 |