Loss Models I ACMA 355 (3)
Severity models. Risk measures. Frequency models. Estimation: complete data, modified data, empirical distribution, Nelson-Aalen, ogive, Kaplan-Meier, kernel density, interval. Parametric estimation: method of moments, MLE. Bayesian estimation. Model selection. Covers part of the syllabus for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society. Corequisite: STAT 330. Quantitative.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
John Giles |
Sep 5 – Dec 4, 2017: Mon, Thu, 7:00–8:20 p.m.
|
Burnaby |
|
| E101 |
Sep 5 – Dec 4, 2017: Fri, 9:30–10:20 a.m.
|
Burnaby |