Loss Models I

Actuarial Science 3424A/B

Description: Insurance loss frequency and severity models; aggregate loss models; risk measures; ruin theory; simulation.

Term: A/B

Prerequisite(s): SS3657A/B A minimum mark of 60% in Statistical Sciences 3657A/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.

Antirequisite(s): The former Actuarial Science 4424A/B.

Extra Information: 3 lecture hours, 0.5 course.

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
AS3424B001 Kristina Sendova PDF B 2016/2017
AS3424B001 Kristina Sendova PDF B 2015/2016
AS3424B001 Jiandong Ren PDF B 2014/2015
AS3424B001 Kristina Sendova PDF B 2013/2014
AS3424B001 David Stanford PDF B 2012/2013
AS3424B001 David Stanford PDF B 2011/2012

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