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Course Listings » Fall 2016 » ACSC 537 - Credibility Theory - Fall 2016

ACSC 537 - Credibility Theory - Fall 2016

Limited fluctuation credibility; full and partial credibility; greatest accuracy credibility; Bayesian methodology; credibility premium; Buhlmann model; Buhlmann-Straub model; empirical Bayes method; bonus-malus system.
This course may not be repeated for credit.

Hours

  • H(3-0)

Notes

  • Actuarial Science 437 or Statistics 437 is strongly recommended as a prerequisite.

Prerequisite(s)

  • Statistics 323 or Mathematics 323; and one of Mathematics 353 or 367 or 377 or 381; and Actuarial Science 327.

Antirequisite(s)

  • Credit for Actuarial Science 537 and 533 will not be allowed.
Syllabus

Sections

This course will be offered next in Fall 2017.
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