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