Tails of distributions; measures of risk (Var, TVaR); characteristics of actuarial models; continuous models; discrete distributions and processes; frequency and severity with coverage modifications (deductibles, policy limits, coinsurance); aggregate loss models.
This course may not be repeated for credit.
Prerequisite(s)
- Statistics 323 or Mathematics 323; and Mathematics 267 or 277 or 353 or 381.
SyllabusSections
| LEC 1 | MWF 12:00 - 12:50
| | | | Outline |
| TUT 1 | T 13:00 - 13:50
| | | | |
This course will be offered next in
Fall 2015.