University of Calgary

ACSC 537 - Credibility Theory - Fall 2021

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)

Prerequisite(s)

  • Actuarial Science 327; Statistics 323; and 3 units from Mathematics 311, 313, 367 or 375.

Antirequisite(s)

  • Credit for Actuarial Science 537 and either 533 or 637 will not be allowed.

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