Loss Models II
Actuarial Science 4824A/B
Description: Selection, calibration, and validation of parametric models for insurance losses; credibility theory; extreme value distributions, multivariate loss models, and their estimation.
Term: A/B
Prerequisite(s): SS3858A/B A minimum mark of 60% in Statistical Sciences 3858A/B. Restricted to students enrolled in any Actuarial Science module, or those registered in the Honours Specialization module in Statistics or the Honours Specialization in Financial Modelling module.
Extra Information: 3 lecture hours, 0.5 course.
Outlines of this course offered in past school years
| Course | Instructor(s) | Outline | Term | School Year |
| AS4824A001 | Jiandong Ren |  |
A | 2016/2017 |
| AS4824A001 | Jiandong Ren | |
A | 2015/2016 |
| AS4824A001 | Kristina Sendova | |
A | 2014/2015 |
| AS4824A001 | David Stanford | |
A | 2013/2014 |
| AS4824A001 | Kristina Sendova | |
A | 2012/2013 |
| AS4824A001 | Jiandong Ren | |
A | 2011/2012 |