ACTSC 432 Loss Models 2Actuarial Science (2009-2010)
Credibility theory: limited fluctuation; Bayesian; Buhlmann; Buhlmann-Straub; empirical Bayes parameter estimation; statistical inference for loss models; maximum likelihood estimation; effect of policy modifications; model selection. [Offered: F,S]
Prerequisites: STAT 330, 333; Actuarial Science, Business/Math double degree, Mathematical Finance, Mathematics/Accounting Actuarial Science Option students only.
Corequisites: ACTSC 431
Sections For Fall 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Renaud, Jean-Francois | 02:30-03:20 M T W Th F | 73/100 | 1 | 1 | MC 4021 | 4771 | ||
| Held With: ACTSC 832 | ||||||||
Sections For Spring 2009
| Lectures | ||||||||
| Professor | Time | Capacity | Sec | Assoc | Rel 1 | Rel 2 | Location | Code |
| Landriault, David | 10:00-11:20 M T W Th F | 110/110 | 1 | 1 | DC 1350 | 3122 | ||
| Held With: ACTSC 832 | ||||||||