Stochastic Analysis of Insurance Portfolios ACMA 820 (4)
Life insurance models. Interest rate models for life insurance: time series, stochastic differential equations, estimation. Portfolios of identical policies. Diversified portfolios. Prerequisite: ACMA 320.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Gary Parker |
Jan 5 – Apr 11, 2016: Mon, 12:30–2:20 p.m.
Jan 5 – Apr 11, 2016: Fri, 8:30–10:20 a.m. |
Burnaby Burnaby |