Outline - ACTUARIAL SCIENCE 432/832 Spring 2009 Loss Models...

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ACTUARIAL SCIENCE 432/832 Spring 2009 Loss Models 2 Instructor David Landriault MC 6104 Phone: 519-888-4567 ext. 35552 Class Times DC 1350 10:00-11:20 am TTh Textbook Loss Models : From Data to Decisions, 3 rd Edition by S.A. Klugman, H.H. Panjer and G.E. Willmot Office Hours MC 6104, 10:00 am - 11:00 am, Monday MC 6104, 11:30 am -12:30 pm, Thursday Course Webpage Login via the Angel webpage ( http://uwace.uwaterloo.ca ) Assessment 20% Test 1 (Tuesday, June 2, 10:00 am – 11:20 am, DC 1350) 20% Test 2 (Tuesday, July 7, 10:00 am – 11:20 am, DC 1350) 60% Final Exam (2.5 hours – Time and place to be set by Math Office ) Course Content Majority of Chapter 20 ( Credibility ) and parts of Chapter 5 (Continuous models), Chapters 15 ( Parameter Estimation ) and 16 ( Model Selection ) Remark : The primary reference will be the lecture notes given in class, which will be based on selected topics from the above chapters. Some Further Remarks 1. Your combined mark must be at least 50% to pass the course. 2. The material covered by the two tests and the final exam will be announced in class at least one week before the examination date.
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