ACTSC 431 Loss Models 1Actuarial Science (2009-2010)
Models for loss severity: parametric models, effect of policy modifications, tail behaviour. Models for loss frequency: (a, b, 0), (a, b, 1), mixed Poisson models; compound Poisson models, Aggregate claims models: moments and moment generating function: recursion. Classical ruin theory. [Offered: F,S]
Prerequisites: STAT 330, 333; Actuarial Science, Business/Math double degree, Mathematical Finance, Mathematics/Accounting Actuarial Science Option students only
Sections For Fall 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Landriault, David | 11:30-12:50 M T W Th F | 106/110 | 1 | 1 | 101 | MC 1085 | 4770 | |
| Held With: ACTSC 831 | ||||||||
| Tutorials | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | 04:30-05:20 M T W Th F | 106/110 | 101 | 1 | MC 1085 | 5402 | ||
| Held With: ACTSC 831 | ||||||||
Sections For Spring 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Landriault, David | 02:30-03:50 M T W Th F | 124/110 | 1 | 1 | 101 | MC 2066 | 3121 | |
| Held With: ACTSC 831 | ||||||||
| Tutorials | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| TBA | 03:30-04:20 M T W Th F | 124/110 | 101 | 1 | MC 2066 | 3471 | ||
| Held With: ACTSC 831 | ||||||||