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Fall 2017
Nov 18, 2017
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MATH 541 - Nonlife Actuarial Models.
Stochastic models and inference for loss severity and claim frequency distributions; computational techniques for the aggregation of independent risks (Panjer's algorithm, FFT, etc.); risk measures and quantitative risk management applications; models and inference for multivariate data, heavy-tail distributions, and extremes; dynamic risk models based on stochastic processes and ruin theory.

Prerequisites: MATH 323 and MATH 324 or equivalent

4.000 Credit hours

Schedule Types: Lecture, Final Exam, Midterm Exam

Faculty of Science
Mathematics and Statistics Department

Restrictions:
May not be enrolled in one of the following Faculties:     
      Faculty of Dentistry
      Faculty of Medicine
      School of Continuing Studies

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