Loss Models II ACMA 455 (3)
Frequency and severity with coverage modifications: deductibles, policy limit, coinsurance. Aggregate loss models. Conjugate priors, linear exponential family. Credibility models. Estimation: empirical Bayes, nonparametric, semiparametric. Simulations. Stochastic processes: Poisson and compound Poisson processes. Covers part of the syllabus for Exam C of the Society of Actuaries and Exam 4 of the Casualty Actuarial Society. Prerequisite: ACMA 320 and ACMA 355. Quantitative.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Chi-Liang Tsai |
Jan 3 – Apr 8, 2019: Mon, 2:30–4:20 p.m.
Jan 3 – Apr 8, 2019: Wed, 2:30–3:20 p.m. |
Burnaby Burnaby |
|
| D101 |
Jan 3 – Apr 8, 2019: Wed, 3:30–4:20 p.m.
|
Burnaby |