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 | B | 2015/2016 | |
AS9972B001 | Xiaoming Liu | B | 2014/2015 | |
AS9972B001 | Xiaoming Liu | B | 2013/2014 |