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 4 – Apr 7, 2017: Mon, Wed, 2:30–4:20 p.m.
|
Burnaby |