Syllabus-ACTSC831

Syllabus-ACTSC831 - ACTSC 431/831 LOSS MODELS 1, FALL 2011...

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ACTSC 431/831 – LOSS MODELS 1, FALL 2011 Instructor: Jun Cai, M3 4012, 519-888-4567 ext. 36990, jcai@uwaterloo.ca Instructor’s Office Hours: Monday, 14:00–16:00. Lectures: 11:30–12:20 on Monday, Wednesday, and Friday in MC 2066 . Course Webpage: UW–ACE. Course information, such as course review notes, practice questions, course news, and so on, will be posted on the course webpage. Teaching Assistants: TA’s names, contact information, and office hours will be posted on the course webpage. Textbook: The primary reference will be the lecture notes given in class , which will be based on selected topics from the required textbook: Loss Models: From Data to Decisions (Third Edition) by Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot. The solutions to all the exercises of the textbook are given in Solutions Manual to Ac- company Loss Models: From Data to Decisions (Third Edition) by Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot. Main Topics: 1. Review of random variables and distributional quantities 2. Loss severity models 3. Loss frequency models 4. Severity and frequency with coverage modifications 5. Aggregate loss models 6. The classical continuous-time ruin model Practice Questions: For each of the main topics, there is a set of practice questions, which will be posted on the course webpage. Numerical answers and/or hints to the practice
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This note was uploaded on 02/08/2012 for the course ACTSC 431 taught by Professor Laundriualt during the Fall '09 term at Waterloo.

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Syllabus-ACTSC831 - ACTSC 431/831 LOSS MODELS 1, FALL 2011...

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