ACTSC 431/831 – LOSS MODELS 1, FALL 2011
Instructor:
Jun Cai, M3 4012, 5198884567 ext. 36990, [email protected]
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 continuoustime 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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 Fall '09
 laundriualt
 Academia, course webpage

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