MATH 3634 - Actuarial Models
Spring 2013 - Valdez
Homework 1
Total marks: 100
due Friday, 22 February 2013, 6:00 PM
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Follow these instructions:
There are ve (5) questions
MATH 3634
Actuarial Models
Final Examination
Friday, 8 May 2009
Time Allowed: 2 hours (6:00-8:00 pm)
Total Marks: 100 points
Please write your name and student number at the spaces provided:
Student ID:
Name:
There are six (6) questions
here and you are
MATH 276
Actuarial Models
Final Examination
Thursday, 8 May 2008
Time Allowed: 2 hours (3:30-5:30 pm)
Total Marks: 100 points
Please write your name and student number at the spaces provided:
Name:
Student ID:
There are seven (7) questions here and you a
MATH 3634
Actuarial Models
Class Test - First Instalment
due Friday, 5 April 2013
Total Marks: 100 Points
Please write your name and student number at the spaces provided:
Name:
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There will be four (4) questions here and you are to answer all
MATH 3634
Actuarial Models
Class Test
Wednesday, 8 April 2009
Time Allowed: 1 hour, 15 minutes
Total Marks: 100 Marks
Please write your name and student number at the spaces provided:
Name:
Student ID:
There are ve (5) questions here and you are to answe
MATH 276
Actuarial Models
Class Test
Thursday, 3 April 2008
Time Allowed: 1 hour, 15 minutes
Total Marks: 100 Marks
Please write your name and student number at the spaces provided:
Name:
Student ID:
There are four (4) questions here and you are to answe
Life Insurance Applications of Simulation
Lecture: Weeks 6-7
Lecture: Weeks 6-7 (Math 3634)
Life Insurance Applications
Spring 2013 - Valdez
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Modeling in life insurance
Introduction - life insurance models
The actuarial equivalence principle has one
MATH 276
Actuarial Models
Class Test
Thursday, 3 April 2008
Time Allowed: 1 hour, 15 minutes
Total Marks: 100 Marks
Please write your name and student number at the spaces provided:
Name:
Student ID:
There are four (4) questions here and you are to answe
MATH 3634
Actuarial Models
Class Test - First Instalment
due Friday, 5 April 2013
Total Marks: 100 Points
Please write your name and student number at the spaces provided:
Name:
Student ID:
There will be four (4) questions here and you are to answer all
MATH 3634
Actuarial Models
Final Examination
Friday, 8 May 2009
Time Allowed: 2 hours (6:00-8:00 pm)
Total Marks: 100 points
Please write your name and student number at the spaces provided:
Student ID:
Name:
There are six (6) questions
here and you are
MATH 3634 - Actuarial Models
Spring 2013 - Valdez
Homework 2
due Wednesday, anytime before midnight, 1 May 2013
Total marks: 100
Please write your names and student numbers at the spaces provided:
Student 1:
Student ID:
Student 2:
Student ID:
Follow these
A Quick Overview of the
Language
Special Session on R
Special Session on R (Math 3634)
Quick Overview of R
Spring 2013 - Valdez
1 / 20
Acknowledgments
Acknowledgments
Materials here have been drawn from slides/works of:
K.S. Pollard, Marine Biological Lab
Review of Probability
Lecture: Week 1
Lecture: Week 1 (Math 3634)
Review of Probability
Spring 2013 - Valdez
1 / 32
introduction
Introduction
Consider an experiment whose outcome is not known in advance.
Sample space S is the set of all possible outcomes
Random Numbers
Lecture: Week 2
Lecture: Week 2 (Math 3634)
Random Numbers
Spring 2013 - Valdez
1 / 12
Introduction
Pseudorandom number generation
Pseudorandom number generation
A random number is a value assumed to come from a U(0, 1)
distribution.
This i
Applications of Simulation for Short Term
Insurance Contracts
Lecture: Week 8
Lecture: Week 8 (Math 3634)
Short-term Insurance Applications
Spring 2013 - Valdez
1 / 15
Short term insurance contracts
Introduction
There are many situations in insurance wher
Some Finance Applications of Simulations
Lecture: Week 9
Lecture: Week 9 (Math 3634)
Finance Applications
Spring 2013 - Valdez
1 / 20
Modeling stock prices
Modeling stock prices
In nance, we are always interested in the return on stocks.
The Normal distri
Generating Continuous Random Variables
Lecture: Weeks 4-5
Lecture: Weeks 4-5 (Math 3634)
Continuous Random Variables
Spring 2013 - Valdez
1 / 27
The inverse transform algorithm
The inverse transform algorithm
Proposition: Let U U (0, 1). For any continuou