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 PDF A 2016/2017
AS4824A001 Jiandong Ren PDF A 2015/2016
AS4824A001 Kristina Sendova PDF A 2014/2015
AS4824A001 David Stanford PDF A 2013/2014
AS4824A001 Kristina Sendova PDF A 2012/2013
AS4824A001 Jiandong Ren PDF A 2011/2012

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